kDGLM

Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)[https://doi.org/10.48550/arXiv.2201.05387] and dos Santos Jr. et al. (2024)[https://doi.org/10.48550/arXiv.2403.13069].

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