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Only One Word: EVIL →

time to hear

Posted on 4 November 2015 by ecoquant

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This entry was posted in Anthropocene, bridge to nowhere, capricious gods, carbon dioxide, Carbon Worshipers, citizenship, civilization, clean disruption, climate change, climate justice, COP21, decentralized electric power generation, demand-side solutions, fossil fuel divestment, games of chance, global warming. Bookmark the permalink.

← What the future of energy everywhere looks like

Only One Word: EVIL →

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Kalman filtering and smoothing; dynamic linear models

Also, see datasets and R examples to accompany this excellent text.

I have used dlm almost exclusively, except when extreme efficiency was required. Since Jouni Helske's KFAS was rewritten, though, I'm increasingly drawn to it, because the noise sources it supports are more diverse than dlm's. KFAS uses the notation and approaches of Durbin, Koopman, and Harvey.

``The real problem is that programmers have spent far too much time worrying about efficiency in the wrong places and at the wrong times; premature optimization is the root of all evil (or at least most of it) in programming.''
Professor Donald Knuth, 1974
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