Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

dzim.smooth

Particle Smoothing for DZIM

Description

Function to implement the particle smoothing method proposed by Gordsill et al. (2004).

Usage

dzim.smooth(y, X, w, para, control)

Arguments

y

response variable.
X

design matrix.
w

log(w) is used as an offset variable in the linear predictor.
para

model parameters.
control

control arguments.

References

Gordsill, S. J., Doucet, A., and West, M. (2004). Monte Carlo smoothing for nonlinear time series. Journal of the American Statistical Association, 99, 156-168.

See Also

ZIM

Zero-Inflated Models (ZIM) for Count Time Series with Excess Zeros

v1.1.0
GPL-3
Authors
Ming Yang [aut, cre], Gideon Zamba [aut], Joseph Cavanaugh [aut]
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.