Dynamic-Linear-Model
所属分类：仿真建模
开发工具：R
文件大小：2KB
下载次数：0
上传日期：2020-08-02 10:12:11
上 传 者：
sh-1993
说明： 动态线性模型（卡尔曼滤波器、卡尔曼平滑器、模拟平滑器）
(Dynamic Linear Model (Kalman Filter, Kalman Smoother, Simulation Smoother ))
文件列表:
SSM Dynamic Linear Model.R (5096, 2020-08-02)
# Dynamic-Linear-Model (R implementation)
Dynamic Linear Model (Kalman Filter, Kalman Smoother, Simulation Smoother )
Kalman filter, Kalman Smoother and Simulation smoother (Durbin & Koopman 2002)
for linear State Space Model (univariate and multivariate). For details see "Time Series Analysis by State Space Methods"
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