Package com.numericalmethod.suanshu.stats.dlm

Class Summary

Dlm	This class represents a controlled DLM (controlled dynamic linear model) specification.
DlmSim	This class simulates a (multivariate) controlled dynamic linear model process.
LinearKalmanFilter
ObservationEquation	The observation equation in a controlled dynamic linear model.
StateEquation	The state equation in a controlled dynamic linear model.