667 per centimeter : climate science, quantitative biology, statistics, and energy policy

“Linnaeus, letting fall his hand on a bunch of Moss at his side, exclaimed, ‘Underneath this palm is material for the study of a lifetime’; and if this is true of a handful of Moss, the treasures of a township must be inexhaustible. We need not seek for new worlds to conquer.“ — Timothy Otis Fuller, “A Sketch of the Flora of Needham”, 1886

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Stone STOCHASTICITY Project

Posted on 4 May 2015 by ecoquant

(Click on image for a larger one.) See the write-up for details.

Posted in ales, capricious gods, chance, chemistry, games of chance, maths, probability, risk, statistics, stochastics, the right to know, Uncategorized | Leave a comment

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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

667 per centimeter : climate science, quantitative biology, statistics, and energy policy

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