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CRAN: Package dlm

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: 1.1-6.1 Imports: stats, utils, methods, grDevices, graphics Suggests: MASS Published: 2024-09-21 DOI: 10.32614/CRAN.package.dlm 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, TimeSeries CRAN checks: dlm results Documentation: Reference manual: dlm.html , dlm.pdf Vignettes: dlm: MLE and Bayesian analysis of Dynamic Linear Models (source, R code)
Downloads: Package source: dlm_1.1-6.1.tar.gz Windows binaries: r-devel: dlm_1.1-6.1.zip, r-release: dlm_1.1-6.1.zip, r-oldrel: dlm_1.1-6.1.zip macOS binaries: r-release (arm64): dlm_1.1-6.1.tgz, r-oldrel (arm64): dlm_1.1-6.1.tgz, r-release (x86_64): dlm_1.1-6.1.tgz, r-oldrel (x86_64): dlm_1.1-6.1.tgz Old sources: dlm archive Reverse dependencies: Reverse depends: longitudinalANAL Reverse imports: CureDepCens, DepCens, dlmwwbe, exdqlm, ExGaussEstim, MfUSampler, NTS, RGAP, TPMplt Reverse suggests: maxLik Linking:

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