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GitHub topics: reduced-rank-parameters

yukai-yang/SMFilter

an R package implementing the filtering algorithms for the state-space models on the Stiefel manifold

Language: R - Size: 393 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0

Related Keywords
cran 1 filtering 1 filtering-algorithm 1 nonlinear-dynamics 1 nonlinear-optimization 1 reduced-rank-parameters 1 sampling 1 simulated-data 1 smoothing 1 state-space-models 1 stiefel-manifold 1 time-series-models 1