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
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
2 matches
Mail list logo