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Dynamic Linear Models with R

State space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dyn...

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Detalles Bibliográficos
Autores principales: Campagnoli, Patrizia, Petrone, Sonia, Petris, Giovanni
Lenguaje:eng
Publicado: Springer 2009
Materias:
Acceso en línea:https://dx.doi.org/10.1007/b135794
http://cds.cern.ch/record/1411991
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author Campagnoli, Patrizia
Petrone, Sonia
Petris, Giovanni
author_facet Campagnoli, Patrizia
Petrone, Sonia
Petris, Giovanni
author_sort Campagnoli, Patrizia
collection CERN
description State space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dynamic linear models in practice, using R package.
id cern-1411991
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2009
publisher Springer
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spelling cern-14119912021-04-22T00:46:38Zdoi:10.1007/b135794http://cds.cern.ch/record/1411991engCampagnoli, PatriziaPetrone, SoniaPetris, GiovanniDynamic Linear Models with RMathematical Physics and MathematicsState space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dynamic linear models in practice, using R package.Springeroai:cds.cern.ch:14119912009
spellingShingle Mathematical Physics and Mathematics
Campagnoli, Patrizia
Petrone, Sonia
Petris, Giovanni
Dynamic Linear Models with R
title Dynamic Linear Models with R
title_full Dynamic Linear Models with R
title_fullStr Dynamic Linear Models with R
title_full_unstemmed Dynamic Linear Models with R
title_short Dynamic Linear Models with R
title_sort dynamic linear models with r
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/b135794
http://cds.cern.ch/record/1411991
work_keys_str_mv AT campagnolipatrizia dynamiclinearmodelswithr
AT petronesonia dynamiclinearmodelswithr
AT petrisgiovanni dynamiclinearmodelswithr