kDGLM: a R package for Bayesian analysis of Generalized Dynamic Linear
Models
kDGLM: a R package for Bayesian analysis of Generalized Dynamic Linear
Models
This paper introduces kDGLM, an R package designed for Bayesian analysis of Generalized Dynamic Linear Models (GDLM), with a primary focus on both uni- and multivariate exponential families. Emphasizing sequential inference for time series data, the kDGLM package provides comprehensive support for fitting, smoothing, monitoring, and feed-forward interventions. The methodology …