luisdamiano / BayesHMM
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
- Bayesian DFA with Stan☆29Updated last month
- 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
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 8 months ago
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated 10 months ago
- Differential evolution in R☆29Updated 2 years ago
- Multivariate Autoregressive State-Space Modeling with R☆52Updated last year
- Code accompanying my ICPSR summer program course on Applied Bayesian Modeling.☆44Updated 7 years ago
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 3 years ago
- R package for Tools for Handling Extraction of Features from Time series (theft)☆39Updated last month
- ☆30Updated 4 years ago
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆47Updated 6 years ago
- Tutorials on Stan for Bayesian causal inference☆19Updated last year
- Bayesian Multivariate GARCH☆18Updated 6 months ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Define Stan models using glmer-style (lme4) formulas☆55Updated 11 years ago
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Hierarchical continuous time state space modelling☆42Updated last week
- 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 2 months ago
- Repository for Introduction to Bayesian Estimation of Causal Effects☆61Updated 4 years ago
- KFAS: R Package for Exponential Family State Space Models☆65Updated 2 weeks ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 5 months ago
- Implementation of B-Splines in Stan☆51Updated 7 years ago
- Nonlinear time series analysis in R☆36Updated 7 months ago
- Seems like, there isn’t enough Bayesian power analysis talk out there. Let’s change that.☆23Updated 5 years ago
- An R package implementing Rubin's (1981) Bayesian bootstrap.☆49Updated last month
- ☆30Updated 7 months ago
- Sparse estimation of large time series models☆30Updated last year
- Material for my proposed StanCon talk☆20Updated 4 years ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated last year