Formulating State Space Models inRwith Focus on Longitudinal Regression Models
نویسندگان
چکیده
منابع مشابه
Formulating State Space Models in R with Focus on Longitudinal Regression Models
We provide a language for formulating a range of state space models with response densities within the exponential family. The described methodology is implemented in the R-package sspir. A state space model is specified similarly to a generalized linear model in R, and then the time-varying terms are marked in the formula. Special functions for specifying polynomial time trends, harmonic seaso...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2006
ISSN: 1548-7660
DOI: 10.18637/jss.v016.i01