FreeBSD.software
Home/math/R-cran-sspir

R-cran-sspir

0.2.10_9

glm-like formula to define dynamic generalized linear models

A glm-like formula language to define dynamic generalized linear models (state space models). Includes functions for Kalman filtering and smoothing. Estimation of variance matrices can be performed using the EM algorithm in case of Gaussian models.

Origin: math/R-cran-sspir
Category: math
Size: 187KiB
License: not specified
Maintainer: skreuzer@FreeBSD.org
Dependencies: 3 packages
Required by: 0 packages
$pkg install R-cran-sspir

Dependencies (3)

More in math