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dlm

Bayesian and Likelihood Analysis of Dynamic Linear Models

v1.1-6.1 · Sep 21, 2024 · GPL (>= 2)

Description

Provides routines for Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (12)

suggests

Dependency Network

Dependencies Reverse dependencies longitudinalANAL CureDepCens DepCens ExGaussEstim MfUSampler NTS RGAP TPMplt dlmwwbe fasster trendseries maxLik dlm

Version History

new 1.1-6.1 Mar 10, 2026
updated 1.1-6.1 ← 1.1-6 diff Sep 20, 2024
updated 1.1-6 ← 1.1-5 diff Nov 27, 2022
updated 1.1-5 ← 1.1-4 diff Jun 12, 2018
updated 1.1-4 ← 1.1-3 diff Sep 15, 2014
updated 1.1-3 ← 1.1-2 diff Mar 25, 2013
updated 1.1-2 ← 1.1-1 diff Oct 4, 2010
updated 1.1-1 ← 1.1-0 diff Apr 12, 2010
updated 1.1-0 ← 1.0-2 diff Feb 14, 2010
updated 1.0-2 ← 1.0-1 diff Jun 15, 2009
updated 1.0-1 ← 1.0-0 diff May 26, 2009
updated 1.0-0 ← 0.99-0 diff Apr 14, 2009
updated 0.99-0 ← 0.9-1 diff Jan 13, 2009
updated 0.9-1 ← 0.8-1 diff May 31, 2008
updated 0.8-1 ← 0.7-1 diff Nov 19, 2007
new 0.7-1 Aug 24, 2006