On Wed, 2007-03-21 at 23:58 -0400, Johann Hibschman wrote: > Hi all, > > I've just started working my way through Mike West and Jeff Harrison's > _Bayesian Forecasting and Dynamic Models_, and I was wondering if > there were any publically-available packages to handle dynamic linear > models, as they describe.
Johann, The one I'm most familiar with is package dlm by Giovanni Petris. There is also package sspir by Claus Dethlefsen and Søren Lundbye-Christensen. Both packages are on CRAN. I have been using dlm for some recent DLM analysis I was doing and have found it reasonably easy to use and the maintainer, Giovanni Petris, has been extremely patient and helpful with the odd question I have had about how to specify the models I wanted in dlm. sspir has a formula interface so it may be easier to specify models in it than dlm, but I have no experience of sspir in use. HTH G -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Gavin Simpson [t] +44 (0)20 7679 0522 ECRC [f] +44 (0)20 7679 0565 UCL Department of Geography Pearson Building [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street London, UK [w] http://www.ucl.ac.uk/~ucfagls/ WC1E 6BT [w] http://www.freshwaters.org.uk/ %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
