/Codes-of-Dynamic-Linear-Models-with-R

This repository contains the codes of the book "Dynamic Linear Models with R"

Primary LanguageR

Codes of the book "Dynamic Linear Models with R"

This repo contains the codes of the book - "Dynamic Linear Models with R" by Patrizia Campagnoli, Sonia Petrone and Giovanni Petris. This repo is maintained by Md Abul Hayat (mahayat@uark.edu) on behalf of Dr. Givanni Petris (gpetris@uark.edu). Please let us know if there are issues in codes to help us fix or if you want to contribute. The repo is a proxy of the (dead) link http://definetti.uark.edu/~gpetris/dlm.

This book exclusively uses the package DLM. The CRAN clone of DLM package is here.

Cite the Book

@book{campagnoli2009dynamic,
  title={Dynamic linear models with r},
  author={Campagnoli, Patrizia and Petris, Giovanni and Petrone, Sonia},
  year={2009},
  publisher={Springer}
}