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Home > R package: state space model estimation with bayesian method
R package: state space model estimation with bayesian method
2005-05-07          Read: 8778 times
Cite this page: (2005). R package: state space model estimation with bayesian method. Retrieved November 21, 2024, from https://www.psychstat.org/us/article.php/7.htm.
R package: state space model estimation with bayesian method
This package includes several R functions. It can be used to simulate the state space model and estimate the parameters with bayesian method.

The model is:

y=H*beta_{t}+R,  Beta_{t}=mu+fp*Beta_{t-1}+qq

The package may have problem. Welcome to email me at (link zz5m and virginia.edu with @) to discuss it.


Click the link below to download the package.
R package 
Submitted by: johnny
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