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Multivariate dynamic linear models using Bayesian methods in Stan

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mvdlm

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mvdlm implements multivariate dynamic linear models (DLMs) in a Bayesian framework (Stan). Check out the documentation site: https://atsa-es.github.io/mvdlm/

You can install the development version of the package with:

remotes::install_github("atsa-es/mvdlm")

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