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:
- Multivariate Autoregressive State-Space Modeling with R☆52Updated this week
- Bayesian DFA with Stan☆29Updated 2 months ago
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated last year
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated 11 months ago
- Sparse estimation of large time series models☆31Updated last year
- Differential evolution in R☆29Updated 2 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
- Code accompanying my ICPSR summer program course on Applied Bayesian Modeling.☆44Updated 8 years ago
- Implementation of B-Splines in Stan☆51Updated 7 years ago
- 'Visualization in Bayesian workflow' by Gabry, Simpson, Vehtari, Betancourt, and Gelman. (JRSS discussion paper and code)☆66Updated 4 years ago
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 3 years ago
- Stan implementations of models in Doing Bayesian Data Analysis, 2nd Edition☆68Updated 7 years ago
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆49Updated 5 months ago
- KFAS: R Package for Exponential Family State Space Models☆68Updated 2 months ago
- Dimension Reduction Methods for Multivariate Time Series☆60Updated 2 months ago
- Regression model building and forecasting in R☆31Updated last month
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆47Updated 7 years ago
- ☆30Updated 4 years ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Forecast Combination in R☆29Updated 7 years ago
- Dynamic factor model estimation for R☆23Updated 2 years ago
- Discrete Bayesian Additive Regression Trees Sampler☆59Updated 4 months ago
- Nonlinear time series analysis in R☆36Updated 10 months ago
- An R package implementing Rubin's (1981) Bayesian bootstrap.☆49Updated 4 months ago
- Bayesian Inference of State Space Models☆46Updated 10 months ago
- Draft introduction to probability and inference aimed at the Stan manual.☆85Updated 9 years ago
- Longitudinal Targeted Maximum Likelihood Estimation package☆25Updated 2 years ago
- GAS models☆34Updated 4 years ago
- Convolution-type Smoothed Quantile Regression☆22Updated 2 years ago
- R package for Tools for Handling Extraction of Features from Time series (theft)☆40Updated last week