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The Resource Dynamic linear models with R, Giovanni Petris, Sonia Petrone, Patrizia Campagnoli

Dynamic linear models with R, Giovanni Petris, Sonia Petrone, Patrizia Campagnoli

Label
Dynamic linear models with R
Title
Dynamic linear models with R
Statement of responsibility
Giovanni Petris, Sonia Petrone, Patrizia Campagnoli
Creator
Contributor
Subject
Language
eng
Summary
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. Giovanni Petris is Associate Professor at the University of Arkansas. He has published many articles on time series analysis, Bayesian methods, and Monte Carlo techniques, and has served on National Science Foundation review panels. He regularly teaches courses on time series analysis at various universities in the US and in Italy. An active participant on the R mailing lists, he has developed and maintains a couple of contributed packages. Sonia Petrone is Associate Professor of Statistics at Bocconi University, Milano. She has published research papers in top journals in the areas of Bayesian inference, Bayesian nonparametrics, and latent variables models. She is interested in Bayesian nonparametric methods for dynamic systems and state space models and is an active member of the International Society of Bayesian Analysis. Patrizia Campagnoli received her PhD in Mathematical Statistics from the University of Pavia in 2002. She was Assistant Professor at the University of Milano-Bicocca and currently works for a financial software company
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Petris, Giovanni
Dewey number
519.502855133
Index
no index present
Language note
English
LC call number
QA276.45.R3
LC item number
P48 2009
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Petrone, Sonia
  • Campagnoli, Patrizia
Series statement
Use R!
http://library.link/vocab/subjectName
  • R (Computer program language)
  • Linear models (Statistics)
  • MATHEMATICS
  • Linear models (Statistics)
  • R (Computer program language)
  • Bayes-Verfahren
  • Lineares dynamisches System
  • R
Label
Dynamic linear models with R, Giovanni Petris, Sonia Petrone, Patrizia Campagnoli
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction: basic notions about Bayesian inference -- Dynamic linear models -- Model specification -- Models with unknown parameters -- Sequential Monte Carlo methods
Control code
432709311
Dimensions
unknown
Extent
1 online resource.
Form of item
online
Isbn
9780387772387
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b135794
http://library.link/vocab/ext/overdrive/overdriveId
978-0-387-77237-0
Specific material designation
remote
System control number
(OCoLC)432709311
Label
Dynamic linear models with R, Giovanni Petris, Sonia Petrone, Patrizia Campagnoli
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction: basic notions about Bayesian inference -- Dynamic linear models -- Model specification -- Models with unknown parameters -- Sequential Monte Carlo methods
Control code
432709311
Dimensions
unknown
Extent
1 online resource.
Form of item
online
Isbn
9780387772387
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b135794
http://library.link/vocab/ext/overdrive/overdriveId
978-0-387-77237-0
Specific material designation
remote
System control number
(OCoLC)432709311

Library Locations

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      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
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