luisdamiano / BayesHMMLinks
Full Bayesian Inference for Hidden Markov Models
☆43Updated 6 years ago
Alternatives and similar repositories for BayesHMM
Users that are interested in BayesHMM are comparing it to the libraries listed below
Sorting:
- Bayesian DFA with Stan☆29Updated 5 months ago
- Multivariate Autoregressive State-Space Modeling with R☆53Updated 2 months ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated last year
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆48Updated 7 years ago
- Differential evolution in R☆30Updated 3 years ago
- A primer on Hidden Markov Models using Stan. A Case Study submitted as a candidate for a contributed talk in StanCon 2018. Under review.☆31Updated 7 years ago
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆48Updated 9 months ago
- Regression model building and forecasting in R☆31Updated last month
- KFAS: R Package for Exponential Family State Space Models☆69Updated 5 months ago
- Dimension Reduction Methods for Multivariate Time Series☆61Updated 5 months ago
- ☆31Updated 5 years ago
- Implementation of B-Splines in Stan☆51Updated 8 years ago
- Draft introduction to probability and inference aimed at the Stan manual.☆83Updated 9 years ago
- Stan implementations of models in Doing Bayesian Data Analysis, 2nd Edition☆68Updated 7 years ago
- Beginner tutorial for using cmdstan with multithreading☆62Updated 5 years ago
- R package cfcausal☆33Updated 2 years ago
- Code accompanying my ICPSR summer program course on Applied Bayesian Modeling.☆44Updated 8 years ago
- Sparse estimation of large time series models☆32Updated 2 years ago
- Bayesian Multivariate GARCH☆18Updated last year
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Examples from McElreath's Statistical Rethinking, First edition coded in Stan.☆50Updated 6 years ago
- Bayesian Inference of State Space Models☆46Updated last month
- 'Visualization in Bayesian workflow' by Gabry, Simpson, Vehtari, Betancourt, and Gelman. (JRSS discussion paper and code)☆66Updated 5 years ago
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 4 years ago
- Dynamic factor model estimation for R☆24Updated 3 years ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆27Updated 11 months ago
- The R package M4comp2018 contains the 100000 time series from the M4-competition (https://www.m4.unic.ac.cy/)☆47Updated 6 years ago
- An R package implementing Rubin's (1981) Bayesian bootstrap.☆49Updated 7 months ago
- An R-Java Bayesian Additive Regression Trees implementation☆62Updated last year