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Implement dynamic linear models outlined in Shumway and Stoffer (2025) <doi:10.1007/978-3-031-70584-7>. Two model structures for data smoothing and forecasting are considered. The specific models proposed will be added once the manuscript is published.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | dlm |
| Suggests: | knitr, rmarkdown |
| Published: | 2025-05-26 |
| DOI: | 10.32614/CRAN.package.dlmwwbe |
| Author: | Difan Ouyang [aut, cre], Lappui Chung [aut], Charles Doss [aut] |
| Maintainer: | Difan Ouyang <ouyan146 at umn.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| CRAN checks: | dlmwwbe results |
| Reference manual: | dlmwwbe.pdf |
| Vignettes: |
my-vignette (source, R code) |
| Package source: | dlmwwbe_0.1.0.tar.gz |
| Windows binaries: | r-devel: dlmwwbe_0.1.0.zip, r-release: dlmwwbe_0.1.0.zip, r-oldrel: dlmwwbe_0.1.0.zip |
| macOS binaries: | r-release (arm64): dlmwwbe_0.1.0.tgz, r-oldrel (arm64): dlmwwbe_0.1.0.tgz, r-release (x86_64): dlmwwbe_0.1.0.tgz, r-oldrel (x86_64): dlmwwbe_0.1.0.tgz |
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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.