Giovanni Petris, Sonia Petrone, Patrizia Campagnoli

eBook, PDF

Dynamic Linear Models with R (eBook, PDF)

Beschreibung

This book is on Dynamic Linear Models (DLMs) and the development of an R package to analyze them.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 4.96MB

Barrierefreiheit

• Text-to-Speech

Produktdetails

• Verlag: Springer US
• Seitenzahl: 252
• Erscheinungstermin: 12. Juni 2009
• Englisch
• ISBN-13: 9780387772387
• Artikelnr.: 37286760

Rezensionen

"This book is a welcome addition to the series Use R! The text is interspersed with snippets of R code to illustrate the techniques and models and provides the basis of an excellent text for private study." (International Statistical Review, 2010, 78, 1, 134-159)

"Dynamic Linear models With R provides a friendly introduction to the world of dynamic linear models (DLMs)... . This book provides the reader with the minimal tools necessary for Bayesian analysis of time series data using DLMs. ...The main contribution...is the DLM package in R which provides functions for dynamic linear model creation as well as filtering, smoothing, and forecasting. Therefore, the book can be utilized as a descriptive manual that provides a hybrid practical-theoretical perspective on the purpose of the functions in this extremely useful R package. ...I'd like to thank these authors for a useful applied Bayesian time series handbook suitable to a graduate statistics course and also to thank the editors of the Use R! series for providing a valuable collection of books for a fantastic open-source software."  (American Statistician, August 2010, Vol. 64, No. 3)