Dynamic Linear Models with R
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This text introduces general state space models in detail before focusing on dynamic linear models, emphasizing their Bayesian analysis. It illustrates all the fundamental steps needed to use dynamic linear models in practice, using R.
Autor: | Petris, Giovanni; Petrone, Sonia; Campagnoli, Patrizia |
Nakladatel: | Springer-Verlag New York Inc. |
ISBN: | 9780387772370 |
Rok vydání: | 2009 |
Jazyk : | Angličtina |
Vazba: | Paperback / softback |
Počet stran: | 252 |
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