State Space Methods in Ox/SsfPack
The use of state space models and their inference is illustrated using the package SsfPack for Ox. After a rather long introduction that explains the use of SsfPack and many of its functions, four case-studies illustrate the practical implementation of the software to real world problems through sho...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2011-05-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v41/i03/paper |