dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

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

Version: 1.1-5
Imports: stats, utils, methods, grDevices, graphics
Suggests: MASS
Published: 2018-06-13
Author: Giovanni Petris [aut, cre], Wally Gilks [ctb] (Author of original C code for ARMS)
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, Finance, TimeSeries
CRAN checks: dlm results


Reference manual: dlm.pdf
Vignettes: dlm: MLE and Bayesian analysis of Dynamic Linear Models
Package source: dlm_1.1-5.tar.gz
Windows binaries: r-devel: dlm_1.1-5.zip, r-release: dlm_1.1-5.zip, r-oldrel: dlm_1.1-5.zip
OS X binaries: r-release: dlm_1.1-5.tgz, r-oldrel: dlm_1.1-4.tgz
Old sources: dlm archive

Reverse dependencies:

Reverse imports: BaM, ElastH
Reverse suggests: ggfortify, KFKSDS


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