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Best Seller Dynamic Linear Models with R

Dynamic Linear Models with R High quality books

Dynamic Linear Models with R
By:Giovanni Petris,Sonia Petrone,Patrizia Campagnoli
Published on 2009-06-12 by Springer Science & Business Media

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.

This Book was ranked at 24 by Google Books for keyword Economics of bitcoin.

Book ID of Dynamic Linear Models with R's Books is VCt3zVq8TO8C, Book which was written byGiovanni Petris,Sonia Petrone,Patrizia Campagnolihave ETAG "rqs1He6Z8Y0"

Book which was published by Springer Science & Business Media since 2009-06-12 have ISBNs, ISBN 13 Code is 9780387772387 and ISBN 10 Code is 0387772383

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Book which have "252 Pages" is Printed at BOOK under CategoryMathematics

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