CRAN/E | dlm

dlm

Bayesian and Likelihood Analysis of Dynamic Linear Models

Installation

About

Provides routines for Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models.

Citation dlm citation info

Key Metrics

Version 1.1-5
Published 2018-06-13 2150 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks dlm results

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Maintainer

Maintainer

Giovanni Petris

GPetris@uark.edu

Authors

Giovanni Petris

aut / cre

Wally Gilks

ctb

(Author of original C code for ARMS)

Material

README
NEWS
Reference manual
Package source

In Views

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Vignettes

dlm: MLE and Bayesian analysis of Dynamic Linear Models

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

dlm archive

Imports

stats
utils
methods
grDevices
graphics

Suggests

MASS

Reverse Imports

BaM
DepCens
exdqlm
NGSSEML
NTS

Reverse Suggests

ggfortify
maxLik