Re: [R] Hyperparameters in ARIMA models with dlm package

2013-02-17 Thread Mark Leeds
Hi: Like I said earlier, you really should read west and harrison first, especially if you're a beginner in bayesian methods. giovanni's book and package are both very nice ( thanks giovanni ) but the book is more of a summary of west and harrison and sort of assumes some familarity with the materi

[R] Hyperparameters in ARIMA models with dlm package

2013-02-17 Thread Juan Manuel Becerra
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