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dlm  

Bayesian and Likelihood Analysis of Dynamic Linear Models
View on CRAN: Click here


Download and install dlm package within the R console
Install from CRAN:
install.packages("dlm")

Install from Github:
library("remotes")
install_github("cran/dlm")

Install by package version:
library("remotes")
install_version("dlm", "1.1-6.1")



Attach the package and use:
library("dlm")
Maintained by
Giovanni Petris
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2006-08-25
Latest Update: 2024-09-21
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.
How to cite:
Giovanni Petris (2006). dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models. R package version 1.1-6.1, https://cran.r-project.org/web/packages/dlm. Accessed 27 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:32), 0.7-1 (2006-08-25 10:14), 0.8-1 (2007-11-20 12:03), 0.9-1 (2008-06-01 20:57), 0.99-0 (2009-01-14 19:25), 1.0-0 (2009-04-15 20:13), 1.0-1 (2009-05-27 14:12), 1.0-2 (2009-06-16 17:21), 1.1-0 (2010-02-15 20:36), 1.1-1 (2010-04-13 19:26), 1.1-2 (2010-10-05 16:59), 1.1-3 (2013-03-26 17:55), 1.1-4 (2014-09-16 23:53), 1.1-5 (2018-06-13 21:16), 1.1-6 (2022-11-28 10:50)
Other packages that cited dlm R package
View dlm citation profile
Other R packages that dlm depends, imports, suggests or enhances
Complete documentation for dlm
Functions, R codes and Examples using the dlm R package
Some associated functions: ARtransPars . FF . NelPlo . USecon . arms . bdiag . convex.bounds . dlm . dlmBSample . dlmFilter . dlmForecast . dlmGibbsDIG . dlmLL . dlmMLE . dlmModARMA . dlmModPoly . dlmModReg . dlmModSeas . dlmModTrig . dlmRandom . dlmSmooth . dlmSum . dlmSvd2var . dropFirst . mcmc . residuals.dlmFiltered . rwishart . 
Some associated R codes: DLM.R . arms.R . zzz.R .  Full dlm package functions and examples
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