Hi, i'm beginner in Bayesian methods, I'm reading the documentation about
dlm package and kalman filters, I'm looking for a example of transformation
of ARIMA in a state space equivalent to use the dlm package and calcualte
the hyperparameters. Someone can help me about it?. If it's possible with a
arima(1,0,1) example, or more complex model. While I have more examples
best for me.
Thanks all
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org 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.
