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beer
2013 Feb 14
1
hyper-parameters
I'm searching a method to estimate the hyper-parameters in arima models.
I'm reading about r-inla package, but in the examples section only talk
about the AR part of the arima, but i need help about the MA part too.
I'm beginner in Bayesian methods, I'm reading the documentation about dlm
package and kalman filters, but the computacional cost of inla i think is
better, but only