Answers are grounded in this paper and cite their sources.
We describe an R package focused on Bayesian analysis of dynamic linear models. The main features of the package are its flexibility to deal with a variety of constant or time-varying, univariate or multivariate models, and the numerically stable singular value decomposition-based algorithms used for filtering and smoothing. In addition to the examples of
No takes yet. Share an insight, caveat, or question.
Giovanni De Petris (2010) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: