[R-pkgs] Package dlm version 0.8-1

[Giovanni Petris]

I uploaded a new version of package dlm to CRAN. 

dlm provides functions for maximum likelihood, Kalman filtering and
smoothing, and Bayesian analysis of Gaussian linear state space
models, also known as Dynamic Linear Models.  

The most important visible changes from the previous version are the
following.

1) Missing values are now allowed in the observations.

2) Extractor and replacement functions for the matrices defining a dlm
   are now available.

3) The function for Kalman smoothing, "dlmSmooth", can take as
   arguments a data vector and a dlm object. Previously the argument
   had to be the output from "dlmFilter".

4) In addition to the "+" method function for objects of class "dlm",
   used to build complex models from simple components, all having the
   same dimensionality of the observation vector, there is now an
   outer sum, "%+%", which creates a joint model from independent
   dlm's. This is useful to specify models for multivariate
   observations. 

5) Minimal support for Markov chain Monte Carlo output analysis has
   been added, with functions "mcmcSD", "mcmcMean", "ergMean". 

Thanks to Michael Lavine for suggesting the outer sum in (4).

Please let me know of any problems. Comments and suggestions are
very welcome. 

Giovanni Petris

-- 

Giovanni Petris  <GPetris at uark.edu>
Department of Mathematical Sciences
University of Arkansas - Fayetteville
http://definetti.uark.edu/~gpetris/