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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
Imports: stats, utils, methods, grDevices, graphics
Suggests: MASS
Published: 2022-11-28
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.pdf
Vignettes: dlm: MLE and Bayesian analysis of Dynamic Linear Models

Downloads:

Package source: dlm_1.1-6.tar.gz
Windows binaries: r-devel: dlm_1.1-6.zip, r-release: dlm_1.1-6.zip, r-oldrel: dlm_1.1-6.zip
macOS binaries: r-release (arm64): dlm_1.1-6.tgz, r-oldrel (arm64): dlm_1.1-6.tgz, r-release (x86_64): dlm_1.1-6.tgz, r-oldrel (x86_64): dlm_1.1-6.tgz
Old sources: dlm archive

Reverse dependencies:

Reverse depends: longitudinalANAL
Reverse imports: CureDepCens, DepCens, exdqlm, ExGaussEstim, MfUSampler, NTS, RGAP, TPMplt
Reverse suggests: maxLik

Linking:

Please use the canonical form https://CRAN.R-project.org/package=dlm to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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