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R code, simulations, and modeling

Blog posts by Stefan Gelissen

Popular tags

state space modelnonlinear dynamic modelnonlinear Kalman filteringlikelihood based confidence intervalscensored observationsquantilescopulastemporal dataparametric survival modelNHPPforecastingWeibull distributionlognormal distributionbootstrap methodAFT model

Recent Posts

  • Implementing a particle filter in C++ using Rcpp (part 2)
  • Implementing a particle filter in C++ using Rcpp (part 1)
  • R code for fitting a model to unbalanced longitudinal data with a copula
  • R code for fitting a model to longitudinal data with a copula

Tag: backward-simulation particle smoother

R code for implementing the backward-simulation particle smoother

The following R code implements the backward-simulation particle smoother in R.

Backward-simulation particle smoother

Continue reading R code for implementing the backward-simulation particle smoother

Posted on April 11, 2016Tags backward-simulation particle smoother, nonlinear dynamic model, state space model
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