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CRAN packages
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Kalman Filter and Smoother for Exponential Family State Space Models
Jouni Helske 5.2K downloads/30d -
Bayesian Inference of Non-Linear and Non-Gaussian State Space Models
Jouni Helske 1.3K downloads/30d -
Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling
Jouni Helske 1.2K downloads/30d -
Mixture Hidden Markov Models for Social Sequence Data and Other Multivariate, Multichannel Categorical Time Series
Jouni Helske 391 downloads/30d -
Ensemble Empirical Mode Decomposition (EEMD) and Its Complete Variant (CEEMDAN)
Jouni Helske 380 downloads/30d -
Bayesian Generalized Linear Models with Time-Varying Coefficients
Jouni Helske 315 downloads/30d -
Continuous Confidence Interval Plots using t-Distribution
Jouni Helske 173 downloads/30d -
Improved Prediction Intervals for ARIMA Processes and Structural Time Series
Jouni Helske 167 downloads/30d