| Name : R-NGSSEML
| |
| Version : 2.2
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.8.8
| Date : 2024-06-14 12:14:27
|
| Group : Development/Libraries/Other
| Source RPM : R-NGSSEML-2.2-lp153.8.8.src.rpm
|
| Size : 0.32 MB
| |
| Packager : (none)
| |
| Summary : Non-Gaussian State-Space with Exact Marginal Likelihood
|
Description :
Due to a large quantity of non-Gaussian time series and reliability
data, the R-package non-Gaussian state-space with exact marginal
likelihood is useful for modeling and forecasting non-Gaussian time
series and reliability data via non-Gaussian state-space models with
the exact marginal likelihood easily, see Gamerman, Santos and Franco
(2013) < doi:10.1111/jtsa.12039> and Santos, Gamerman and Franco (2017)
< doi:10.1109/TR.2017.2670142>. The package gives codes for formulating
and specifying the non-Gaussian state-space models in the R language.
Inferences for the parameters of the model can be made under the
classical and Bayesian. Furthermore, prediction, filtering, and
smoothing procedures can be used to perform inferences for the latent
parameters. Applications include, e.g., count, volatility, piecewise
exponential, and software reliability data.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
