dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

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

Version: 1.1-3
Suggests: MASS
Published: 2013-03-26
Author: Giovanni Petris. Original C code for ARMS by Wally Gilks.
Maintainer: Giovanni Petris <GPetris at uark.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: dlm citation info
Materials: README NEWS
In views: Bayesian, Econometrics, Finance, TimeSeries
CRAN checks: dlm results


Reference manual: dlm.pdf
Vignettes: dlm: MLE and Bayesian analysis of Dynamic Linear Models
Package source: dlm_1.1-3.tar.gz
Windows binaries: r-devel: dlm_1.1-3.zip, r-release: dlm_1.1-3.zip, r-oldrel: dlm_1.1-3.zip
OS X Snow Leopard binaries: r-release: dlm_1.1-3.tgz, r-oldrel: dlm_1.1-3.tgz
OS X Mavericks binaries: r-release: dlm_1.1-3.tgz
Old sources: dlm archive

Reverse dependencies:

Reverse suggests: dlmodeler, KFKSDS