<p><P>State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever po
Dynamic Linear Models with R
โ Scribed by Patrizia Campagnoli, Sonia Petrone, Giovanni Petris (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 2009
- Tongue
- English
- Leaves
- 257
- Series
- Use R
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Subjects
Statistical Theory and Methods
๐ SIMILAR VOLUMES
Introduction: Basic notions about Bayesian inference -- Dynamic linear models -- Model classification -- Models with unknown parameters -- Sequential Monte Carlo methods.;State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics a
Books on regression and the analysis of variance abound-many are introductory, many are theoretical. While most of them do serve a purpose, the fact remains that data analysis cannot be properly learned without actually doing it, and this means using a statistical software package. There are many of
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