Package: viking 1.0.2
viking: State-Space Models Inference by Kalman or Viking
Inference methods for state-space models, relying on the Kalman Filter or on Viking (Variational Bayesian VarIance tracKING). See J. de Vilmarest (2022) <https://theses.hal.science/tel-03716104/>.
Authors:
viking_1.0.2.tar.gz
viking_1.0.2.zip(r-4.7-any)viking_1.0.2.zip(r-4.6-any)viking_1.0.2.zip(r-4.5-any)
viking_1.0.2.tgz(r-4.6-any)viking_1.0.2.tgz(r-4.5-any)
viking_1.0.2.tar.gz(r-4.7-any)viking_1.0.2.tar.gz(r-4.6-any)
viking_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
viking/json (API)
| # Install 'viking' in R: |
| install.packages('viking', repos = c('https://josephdevilmarest.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:1378f1bdd3. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 136 | ||
| source / vignettes | OK | 221 | ||
| linux-release | OK | 124 | ||
| macos-release | OK | 138 | ||
| macos-oldrel | OK | 159 | ||
| windows-devel | OK | 51 | ||
| windows-release | OK | 56 | ||
| windows-oldrel | OK | 54 | ||
| wasm-release | OK | 80 |
Exports:expectation_maximizationiterative_grid_searchkalman_filteringkalman_smoothingloglikselect_Kalman_variancesstatespaceviking
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Expectation-Maximization | expectation_maximization |
| Iterative Grid Search | iterative_grid_search |
| Kalman Filtering | kalman_filtering |
| Kalman Smoothing | kalman_smoothing |
| Log-likelihood | loglik |
| Plot a statespace object | plot.statespace |
| Predict using a statespace object | predict.statespace |
| Select time-invariant variances of a State-Space Model | select_Kalman_variances |
| Design a State-Space Model | statespace |
| Viking: Variational bayesIan variance tracKING | viking |