Codes of the book "Dynamic Linear Models with R"

This repo contains the codes of the book - "Dynamic Linear Models with R" by Patrizia Campagnoli, Sonia Petrone and Giovanni Petris. This repo is maintained by Md Abul Hayat ([email protected]) on behalf of Dr. Givanni Petris ([email protected]). Please let us know if there are issues in codes to help us fix or if you want to contribute. The repo is a proxy of the (dead) link http://definetti.uark.edu/~gpetris/dlm.

This book exclusively uses the package DLM. The CRAN clone of DLM package is here.

Cite the Book

@book{campagnoli2009dynamic,
  title={Dynamic linear models with r},
  author={Campagnoli, Patrizia and Petris, Giovanni and Petrone, Sonia},
  year={2009},
  publisher={Springer}
}