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 last month
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated 9 months 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
- Multivariate Autoregressive State-Space Modeling with R☆51Updated last year
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated last year
- Stan implementations of models in Doing Bayesian Data Analysis, 2nd Edition☆68Updated 7 years ago
- Bayesian Multivariate GARCH☆18Updated 7 months ago
- Define Stan models using glmer-style (lme4) formulas☆55Updated 11 years ago
- Code accompanying my ICPSR summer program course on Applied Bayesian Modeling.☆44Updated 7 years ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 7 months ago
- Dynamic factor model estimation for R☆23Updated 2 years ago
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Differential evolution in R☆29Updated 2 years ago
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆49Updated 4 months ago
- Beginner tutorial for using cmdstan with multithreading☆62Updated 5 years ago
- Discrete Bayesian Additive Regression Trees Sampler☆58Updated 2 months ago
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆47Updated 7 years ago
- Repository for Introduction to Bayesian Estimation of Causal Effects☆63Updated 4 years ago
- Draft introduction to probability and inference aimed at the Stan manual.☆86Updated 9 years ago
- Dimension Reduction Methods for Multivariate Time Series☆59Updated last month
- KFAS: R Package for Exponential Family State Space Models☆66Updated last month
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 3 years ago
- Tutorials on Stan for Bayesian causal inference☆19Updated last week
- Sparse estimation of large time series models☆31Updated last year
- Examples from McElreath's Statistical Rethinking, First edition coded in Stan.☆50Updated 6 years ago
- Data Analysis Using Regression and Multilevel/Hierarchical Models☆27Updated 7 months ago
- Expected Shortfall Backtesting☆12Updated last year
- Implementation of B-Splines in Stan☆51Updated 7 years ago
- Sufficient Representation for Categorical Variables https://arxiv.org/abs/1908.09874v1☆14Updated 5 years ago
- ☆30Updated 8 months ago