Dr John Holdren, at Brown University, February 2018

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← How much CO2 your country can still emit, in three simple steps (reblog from RealClimate)

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Dr John Holdren, at Brown University, February 2018

Posted on 8 August 2019 by ecoquant

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← How much CO2 your country can still emit, in three simple steps (reblog from RealClimate)

From the Promise Forward Department →

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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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