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:Joseph de Vilmarest [aut, cre]

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'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 167 downloads 8 exports 0 dependencies

Last updated 1 years agofrom:1378f1bdd3. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-linuxOKOct 31 2024

Exports:expectation_maximizationiterative_grid_searchkalman_filteringkalman_smoothingloglikselect_Kalman_variancesstatespaceviking

Dependencies: