Stan models for state space time series
☆147Jul 3, 2017Updated 9 years ago
Alternatives and similar repositories for stan-statespace
Users that are interested in stan-statespace are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆49May 26, 2018Updated 8 years ago
- Basic time series modeling with Stan and Pystan☆33Aug 27, 2017Updated 8 years ago
- Time Series Analysis for the State-Space Model with R/Stan☆24Oct 10, 2021Updated 4 years ago
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Jun 11, 2024Updated 2 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆46Aug 29, 2024Updated last year
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Example models for Stan☆795Oct 23, 2025Updated 9 months ago
- Automatic forecasting and Bayesian modeling for time series with Stan☆48Jun 5, 2025Updated last year
- Multivariate Autoregressive State-Space Modeling with R☆54Sep 9, 2025Updated 10 months ago
- KFAS: R Package for Exponential Family State Space Models☆73May 25, 2025Updated last year
- Reproducible Bayesian data analysis pipelines with targets and cmdstanr☆51Jul 7, 2026Updated 2 weeks ago
- Bayesian DFA with Stan☆29May 26, 2026Updated last month
- Examples from McElreath's Statistical Rethinking, First edition coded in Stan.☆50Apr 1, 2019Updated 7 years ago
- Bayesian Inference of State Space Models☆49May 13, 2026Updated 2 months ago
- Recipes for creating state-space models in R☆18Jan 16, 2024Updated 2 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- 'Visualization in Bayesian workflow' by Gabry, Simpson, Vehtari, Betancourt, and Gelman. (JRSS discussion paper and code)☆68Oct 22, 2020Updated 5 years ago
- An R package implementing an idiosyncratic Stan workflow☆15Aug 18, 2022Updated 3 years ago
- loo R package for approximate leave-one-out cross-validation (LOO-CV) and Pareto smoothed importance sampling (PSIS)☆157Updated this week
- Tools for automatically generating local sensitivity measures in Stan.☆38Dec 2, 2020Updated 5 years ago
- Probability and Statistics: a simulation-based introduction. An open-access book.☆324Jul 25, 2023Updated 3 years ago
- brms R package for Bayesian generalized multivariate non-linear multilevel models using Stan☆1,419Updated this week
- Case studies in applied and computational statistics.☆41Jun 16, 2026Updated last month
- Materials for the course on Bayesian model building run at Second Faculty of Medicine at Charles University in Prague☆11May 6, 2024Updated 2 years ago
- High Dimensional Discriminant Analysis in R☆11Jul 11, 2019Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- R in Finance 2016 Seminar: Modern Bayesian Tools for Time Series Analysis☆28Jun 3, 2016Updated 10 years ago
- generalized liner mixed model on rstan using glmer-style (lme4) formulas.☆12Jan 12, 2016Updated 10 years ago
- Hierarchical continuous time state space modelling☆49Jul 9, 2026Updated 2 weeks ago
- [EXPERIMENTAL] R package: future.mapreduce - Utility Functions for Future Map-Reduce API Packages☆12Apr 7, 2026Updated 3 months ago
- This is a read-only mirror of the CRAN R package repository. bsts — Bayesian Structural Time Series☆34Sep 5, 2025Updated 10 months ago
- Course notes for hierarchical modeling class☆18Oct 23, 2017Updated 8 years ago
- An example project to validate a Stan model in a targets pipeline☆31Apr 21, 2021Updated 5 years ago
- Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC☆32Nov 10, 2021Updated 4 years ago
- Code and data to reproduce the transfer of a learned posterior on one time series as a new prior on a related time series to model yearly…☆15Jun 16, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Implementation of B-Splines in Stan☆53Oct 24, 2017Updated 8 years ago
- Draft introduction to probability and inference aimed at the Stan manual.☆83May 18, 2016Updated 10 years ago
- R-package for interpretable nonparametric modeling of longitudinal data using additive Gaussian processes. Contains functionality for in…☆28Oct 30, 2025Updated 8 months ago
- ☆59Aug 15, 2022Updated 3 years ago
- Tidy Model Visualisation for Generalised Additive Models☆37May 10, 2023Updated 3 years ago
- Rlgt is an R package for Bayesian Exponential Smoothing☆23Apr 19, 2025Updated last year
- Conditional autoregressive models in Stan☆35Sep 12, 2023Updated 2 years ago