Skip to content

R code, simulations, and modeling

Blog posts by Stefan Gelissen

73 posts published

Search for:

Popular Posts

The 7 most visited posts in last 7 days:

R code for fitting a three-parameter Weibull distribution
R code for Martingale residuals of a parametric survival model
R code for implementing a particle filter
R code for fitting an Accelerated Life Test Model
R code for fitting a mixture distribution to censored data
R code for constructing likelihood based confidence intervals for the cumulative probabilities and quantiles of an Accelerated Failure Time model
R code for forecasting with the extended Kalman filter

Popular tags

state space model nonlinear dynamic model nonlinear Kalman filtering likelihood based confidence intervals censored observations quantiles copulas temporal data parametric survival model forecasting NHPP lognormal distribution Weibull distribution AFT model bootstrap method

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

Privacy Policy Page Proudly powered by WordPress