Formulating State Space Models in R with Focus on Longitudinal Regression Models
We provide a language for formulating a range of state space models with response densities within the exponential family. The described methodology is implemented in the R-package sspir. A state space model is specified similarly to a generalized linear model in R, and then the time-varying terms a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2006-04-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/1488 |