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 |
| Reference manual: | dlm.pdf |
| Vignettes: |
dlm: MLE and Bayesian analysis of Dynamic Linear Models (source, R code) |
| 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 depends: | longitudinalANAL |
| Reverse imports: | CureDepCens, DepCens, exdqlm, ExGaussEstim, MfUSampler, NTS, RGAP, TPMplt |
| Reverse suggests: | maxLik |
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