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R code, simulations, and modeling

Blog posts by Stefan Gelissen

73 posts published

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 modelnonlinear dynamic modelnonlinear Kalman filteringlikelihood based confidence intervalscensored observationsquantilescopulastemporal dataparametric survival modelforecastingNHPPlognormal distributionWeibull distributionAFT modelbootstrap 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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