dlm

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Bayesian and Likelihood Analysis of Dynamic Linear Models

Giovanni Petris

Last update: 28 November 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1-6

Source code repository: https://github.com/cran/dlm

Described by source

• Dynamic Linear Models with R

Cited In (34)

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• A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
• Searching multiregression dynamic models of resting-state fMRI networks using integer programming
• Time Series Analysis for the State-Space Model with R/Stan
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• A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
• Power-weighted densities for time series data
• Studying the effective brain connectivity using multiregression dynamic models
• Comparison of the performance of particle filter algorithms applied to tracking of a disease epidemic
• OpenMX 2.0: extended structural equation and statistical modeling
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• A hierarchical state space approach to affective dynamics
• Dynamic Bayesian beta models
• Particle filters and Bayesian inference in financial econometrics
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• Observer synthesis for linear hybrid systems with constrained discrete dynamics
• Multiple hidden Markov models for categorical time series
• Real-time covariance estimation for the local level model
• Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA
• Bayesian sequential experimental design for binary response data with application to electromyographic experiments
• Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models
• A simple, dynamic extension of temporal motivation theory
• Likelihood-free approximate Gibbs sampling
• An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique

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