| Name : R-mssm
| |
| Version : 0.1.6
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.8.7
| Date : 2024-09-12 11:00:16
|
| Group : Development/Libraries/Other
| Source RPM : R-mssm-0.1.6-lp155.8.7.src.rpm
|
| Size : 2.92 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Multivariate State Space Models
|
Description :
Provides methods to perform parameter estimation and make analysis of
multivariate observed outcomes through time which depends on a latent
state variable. All methods scale well in the dimension of the observed
outcomes at each time point. The package contains an implementation of
a Laplace approximation, particle filters like suggested by Lin, Zhang,
Cheng, & Chen (2005) < doi:10.1198/016214505000000349>, and the gradient
and observed information matrix approximation suggested by Poyiadjis,
Doucet, & Singh (2011) < doi:10.1093/biomet/asq062>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
