Dynamic Linear Models with R

Dynamic Linear Models with R
Author :
Publisher : Springer Science & Business Media
Total Pages : 258
Release :
ISBN-10 : 9780387772387
ISBN-13 : 0387772383
Rating : 4/5 (87 Downloads)

Book Synopsis Dynamic Linear Models with R by : Giovanni Petris

Download or read book Dynamic Linear Models with R written by Giovanni Petris and published by Springer Science & Business Media. This book was released on 2009-06-12 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms. The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.


Dynamic Linear Models with R Related Books

Dynamic Linear Models with R
Language: en
Pages: 258
Authors: Giovanni Petris
Categories: Mathematics
Type: BOOK - Published: 2009-06-12 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed in
Linear Models with R
Language: en
Pages: 286
Authors: Julian J. Faraway
Categories: Mathematics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

DOWNLOAD EBOOK

A Hands-On Way to Learning Data AnalysisPart of the core of statistics, linear models are used to make predictions and explain the relationship between the resp
Linear Models And Regression With R: An Integrated Approach
Language: en
Pages: 773
Authors: Debasis Sengupta
Categories: Mathematics
Type: BOOK - Published: 2019-07-30 - Publisher: World Scientific

DOWNLOAD EBOOK

Starting with the basic linear model where the design and covariance matrices are of full rank, this book demonstrates how the same statistical ideas can be use
A First Course in Linear Model Theory
Language: en
Pages: 528
Authors: Nalini Ravishanker
Categories: Mathematics
Type: BOOK - Published: 2021-10-19 - Publisher: CRC Press

DOWNLOAD EBOOK

Thoroughly updated throughout, A First Course in Linear Model Theory, Second Edition is an intermediate-level statistics text that fills an important gap by pre
Extending the Linear Model with R
Language: en
Pages: 307
Authors: Julian J. Faraway
Categories: Mathematics
Type: BOOK - Published: 2016-02-10 - Publisher: CRC Press

DOWNLOAD EBOOK

Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway's critically acc