An R package for dynamic linear models

Journal of Statistical Software

Volumn 36, Issue 12, 2010, Pages 1-16

  Petris, Giovanni ^a  

^a UNIVERSITY OF ARKANSAS   (United States)

Author keywords

Bayesian inference; Forward filtering backward sampling; Kalman filter; R; State space models

Indexed keywords

EID: 78650583062     PISSN: 15487660     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v036.i12     Document Type: Article

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