This is a collection of Matlab files for Dynamic Linear Model calculations suitable for time series analysis. The code supplements the article M. Laine, N. Latva-Pukkila and E. Kyrölä: Analyzing time-varying trends in stratospheric ozone time series using state the space approach, in Atmospheric Chemistry and Physics 14(18), 2014, doi: 10.5194/acp-14-9707-2014.
See https://mjlaine.github.io/dlm/ for details.
Some functions depend on my MCMC toolbox, available at https://github.com/mjlaine/mcmcstat.