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5 search results found
Pomp
⭐
103
R package for statistical inference using partially observed Markov processes
Bssm
⭐
37
Bayesian Inference of State Space Models
Pmh Tutorial
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15
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
Stochastic Volatility Models
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8
R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
Dynamichazard
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7
R package for survival analysis with state space models
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