DLM — High-Level Interface

The DLM class is the primary user-facing interface. It wraps a StateSpaceModel with convenient methods for the full modeling workflow:

1. fit(y) — run the Kalman filter

2. smooth() — run the RTS smoother

3. forecast(steps) — multi-step-ahead predictions

4. plot(kind) — visualize results

5. summary() — print model and fit information

Most users only need this class. The lower-level filter, smoother, and forecast functions are available for advanced use cases.