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“Why we need Jean-Luc Picard in 2018”

Posted on 19 August 2018 by ecoquant

Admiral Picard is returning. See the story, by Daniel W Drezner. On CBS All Access. Yes, “Make it so.”

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Posted in American Association for the Advancement of Science, Bloomberg New Energy Finance, Buckminster Fuller, humanism, Jean-Luc Picard, Mathematics and Climate Research Network, open source scientific software, Our Children's Trust, Patrick Stewart, Principles of Planetary Climate, reason, reasonableness, science, Spaceship Earth, Star Trek, Star Trek - The Next Generation, STNG, The Demon Haunted World, the Final Frontier, tragedy of the horizon | 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
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