Description: Dynamic Linear Models With R, Paperback by Petris, Giovanni; Petrone, Sonia; Campagnoli, Patrizia, ISBN 0387772375, ISBN-13 9780387772370, Like New Used, Free shipping in the US
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.
Th 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 th is available online.
No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.
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Book Title: Dynamic Linear Models With R
Number of Pages: Xiii, 252 Pages
Language: English
Publication Name: Dynamic Linear Models with R
Publisher: Springer New York
Publication Year: 2009
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Probability & Statistics / Bayesian Analysis
Type: Textbook
Item Weight: 29.6 Oz
Author: Sonia Petrone, Patrizia Campagnoli, Giovanni Petris
Item Length: 9.3 in
Subject Area: Mathematics
Item Width: 6.1 in
Series: Use R! Ser.
Format: Trade Paperback
