# Dynamic Linear Models with R (Use R!)

## Giovanni Petris; Sonia Petrone; Patrizia Campagnoli

Valutazione media 4,6
( su 5 valutazioni fornite da Goodreads )

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Review:

“This book is a welcome addition to the series Use R! The text is interspersed with snippets of R code to illustrate the techniques and models and provides the basis of an excellent text for private study.” (International Statistical Review, 2010, 78, 1, 134-159)

“Dynamic Linear models With R provides a friendly introduction to the world of dynamic linear models (DLMs)... . This book provides the reader with the minimal tools necessary for Bayesian analysis of time series data using DLMs. ...The main contribution...is the DLM package in R which provides functions for dynamic linear model creation as well as filtering, smoothing, and forecasting. Therefore, the book can be utilized as a descriptive manual that provides a hybrid practical-theoretical perspective on the purpose of the functions in this extremely useful R package. ...I’d like to thank these authors for a useful applied Bayesian time series handbook suitable to a graduate statistics course and also to thank the editors of the Use R! series for providing a valuable collection of books for a fantastic open-source software.”  (American Statistician, August 2010, Vol. 64, No. 3)

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Compra nuovo Guarda l'articolo
EUR 70,53

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.

Destinazione, tempi e costi

Aggiungere al carrello

## 1.Dynamic Linear Models with R (Paperback)

Editore: Springer-Verlag New York Inc., United States (2009)
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi Paperback Quantità: 10
Print on Demand
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria

Descrizione libro Springer-Verlag New York Inc., United States, 2009. Paperback. Condizione libro: New. Language: English . Brand New Book ***** Print on Demand *****.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. Codice libro della libreria AAV9780387772370

Compra nuovo
EUR 70,53
Convertire valuta
Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 2.Dynamic Linear Models with R

Editore: Springer-Verlag New York Inc. (2009)
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi Quantità: > 20
Print on Demand
Da
Pbshop
(Wood Dale, IL, U.S.A.)
Valutazione libreria

Descrizione libro Springer-Verlag New York Inc., 2009. PAP. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IQ-9780387772370

Compra nuovo
EUR 69,48
Convertire valuta
Spese di spedizione: EUR 3,40
In U.S.A.
Destinazione, tempi e costi

## 3.Dynamic Linear Models with R (Paperback)

Editore: Springer-Verlag New York Inc., United States (2009)
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi Paperback Quantità: 10
Print on Demand
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria

Descrizione libro Springer-Verlag New York Inc., United States, 2009. Paperback. Condizione libro: New. Language: English . Brand New Book ***** Print on Demand *****. 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. Codice libro della libreria AAV9780387772370

Compra nuovo
EUR 72,97
Convertire valuta
Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 4.Dynamic Linear Models with R

Editore: Springer (2016)
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi Paperback Quantità: 1
Print on Demand
Da
Ria Christie Collections
(Uxbridge, Regno Unito)
Valutazione libreria

Descrizione libro Springer, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780387772370_lsuk

Compra nuovo
EUR 69,95
Convertire valuta
Spese di spedizione: EUR 4,33
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 5.Dynamic Linear Models with R

Editore: Springer-Verlag New York Inc. (2009)
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi Quantità: > 20
Print on Demand
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria

Descrizione libro Springer-Verlag New York Inc., 2009. PAP. Condizione libro: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria LQ-9780387772370

Compra nuovo
EUR 64,24
Convertire valuta
Spese di spedizione: EUR 10,07
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 6.Dynamic Linear Models with R

Editore: Springer (2009)
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi Paperback Quantità: 1
Da
Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
Valutazione libreria

Descrizione libro Springer, 2009. Paperback. Condizione libro: NEW. 9780387772370 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0274512

Compra nuovo
EUR 66,80
Convertire valuta
Spese di spedizione: EUR 8,94
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 7.Dynamic Linear Models with R (Use R!)

Editore: Springer
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi Quantità: 1
Da
Ohmsoft LLC
(Lake Forest, IL, U.S.A.)
Valutazione libreria

Descrizione libro Springer. Condizione libro: Brand New. Ships from USA. FREE domestic shipping. Codice libro della libreria 0387772375

Compra nuovo
EUR 76,50
Convertire valuta
Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

## 8.Dynamic Linear Models With R

Editore: Springer New York 2009-06-02, Dordrecht |London (2009)
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi paperback Quantità: > 20
Da
Blackwell's
(Oxford, OX, Regno Unito)
Valutazione libreria

Descrizione libro Springer New York 2009-06-02, Dordrecht |London, 2009. paperback. Condizione libro: New. Codice libro della libreria 9780387772370

Compra nuovo
EUR 78,51
Convertire valuta
Spese di spedizione: EUR 3,35
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 9.Dynamic Linear Models with R (Use R!)

Editore: Springer (2009)
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi Paperback Quantità: 1
Print on Demand
Da
Ergodebooks
(RICHMOND, TX, U.S.A.)
Valutazione libreria

Descrizione libro Springer, 2009. Paperback. Condizione libro: New. 2009. This item is printed on demand. Codice libro della libreria DADAX0387772375

Compra nuovo
EUR 83,85
Convertire valuta
Spese di spedizione: EUR 3,40
In U.S.A.
Destinazione, tempi e costi

## 10.Dynamic Linear Models with R (Use R!)

Editore: Springer (2010)
ISBN 10: 0387772375 ISBN 13: 9780387772370
Nuovi Brossura Quantità: 1
Da
Valutazione libreria

Descrizione libro Springer, 2010. Condizione libro: New. Codice libro della libreria L9780387772370

Compra nuovo
EUR 84,57
Convertire valuta
Spese di spedizione: EUR 3,99
Da: Germania a: U.S.A.
Destinazione, tempi e costi