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R-cran-sspir
Jul 20, 2023
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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.
Checkout these related ports:
- Zn_poly - C library for polynomial arithmetic
- Zimpl - Language to translate the LP models into .lp or .mps
- Zegrapher - Software for plotting mathematical objects
- Zarray - Dynamically typed N-D expression system based on xtensor
- Z3 - Z3 Theorem Prover
- Yices - SMT solver
- Yacas - Yet Another Computer Algebra System
- Xtensor - Multi-dimensional arrays with broadcasting and lazy computing
- Xtensor-python - Python bindings for xtensor
- Xtensor-io - Xtensor plugin to read/write images, audio files, numpy npz and HDF5
- Xtensor-blas - BLAS extension to xtensor
- Xspread - Spreadsheet program for X and terminals
- Xppaut - Graphical tool for solving differential equations, etc
- Xplot - X11 plotting package
- Xlife++ - XLiFE++ eXtended Library of Finite Elements in C++