Package: viking 1.0.2
Joseph de Vilmarest
viking: State-Space Models Inference by Kalman or Viking
Inference methods for state-space models, relying on the Kalman Filter or on Viking (Variational Bayesian VarIance tracKING). See J. de Vilmarest (2022) <https://theses.hal.science/tel-03716104/>.
Authors:
viking_1.0.2.tar.gz
viking_1.0.2.tar.gz(r-4.5-noble)viking_1.0.2.tar.gz(r-4.4-noble)
viking_1.0.2.tgz(r-4.4-emscripten)viking_1.0.2.tgz(r-4.3-emscripten)
viking.pdf |viking.html✨
viking/json (API)
# Install 'viking' in R: |
install.packages('viking', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:1378f1bdd3. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 31 2024 |
R-4.5-linux | OK | Oct 31 2024 |
Exports:expectation_maximizationiterative_grid_searchkalman_filteringkalman_smoothingloglikselect_Kalman_variancesstatespaceviking
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Expectation-Maximization | expectation_maximization |
Iterative Grid Search | iterative_grid_search |
Kalman Filtering | kalman_filtering |
Kalman Smoothing | kalman_smoothing |
Log-likelihood | loglik |
Plot a statespace object | plot.statespace |
Predict using a statespace object | predict.statespace |
Select time-invariant variances of a State-Space Model | select_Kalman_variances |
Design a State-Space Model | statespace |
Viking: Variational bayesIan variance tracKING | viking |