Formulating state space models in R with focus on longitudinal regression models

Journal of Statistical Software

Volumn 16, Issue 1, 2006, Pages 1-15

  Dethlefsen, Claus ^a   Lundbye Christensen, Søren ^b  

^a AALBORG UNIVERSITY HOSPITAL   (Denmark)

^b AALBORG UNIVERSITY   (Denmark)

Author keywords

Dynamic models; Exponential family; Generalized linear models; Iterated extended Kalman smoothing; Kalman filtering; Seasonality; Time series; Trend

Indexed keywords

EID: 33646336648     PISSN: 15487660     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v016.i01     Document Type: Article

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