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R code, simulations, and modeling

Blog posts by Stefan Gelissen

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R code for fitting a model to longitudinal data with a copula
R code for fitting a three-parameter Weibull distribution
R code for implementing the extended Kalman filter
R code for performing quantile regression using bivariate copulas
R code for fitting a mixture distribution to censored data
R code for fitting a multiple (nonlinear) quantile regression model by means of a copula
Extreme value analysis in engineering (smallest extreme values)

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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

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