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jrnold
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ssmodels-in-stan
State space models (dynamic linear models, hidden Markov models) implemented in Stan.
https://jrnold.github.io/ssmodels-in-stan/
BSD 3-Clause "New" or "Revised" License
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Inconsistent definition of quad_form
#33
daltonhance
opened
5 years ago
0
Use of ssm_lpdf() gives "Rejecting initial value"
#32
ksvanhorn
opened
7 years ago
0
Issue with Algorithmic Speed
#31
jsilve24
opened
7 years ago
3
Consolidate algorithm documentation
#30
jrnold
opened
8 years ago
0
Minimize the number of functions
#29
jrnold
opened
8 years ago
1
Deploy documentation to gh_pages
#28
jrnold
opened
8 years ago
0
Refactor stan documentation
#27
jrnold
closed
8 years ago
0
refactor tests for Stan functions
#26
jrnold
opened
8 years ago
1
Implement univariate filtering
#25
jrnold
opened
8 years ago
1
reduce memory usage in filtering and smoothing functions
#24
jrnold
opened
8 years ago
1
Add stan functions for common vectors and matrices
#23
jrnold
closed
8 years ago
0
Restore summary of special cases of StateSpaceModels
#22
jrnold
opened
8 years ago
0
Smarter summary for stanfit objects
#21
jrnold
closed
8 years ago
0
Sample from multivariate normal distributions with 0 variance
#20
jrnold
closed
8 years ago
0
Create tests for new utility functions
#19
jrnold
closed
8 years ago
0
Create watchman tasks
#18
jrnold
closed
8 years ago
0
Create test infrastructure for testing ssm.stan functions
#17
jrnold
closed
8 years ago
1
Restore HMM code
#16
jrnold
opened
8 years ago
0
Build documentation from stan files
#15
jrnold
closed
8 years ago
1
Support missing values in the filters and smoothers
#14
jrnold
closed
8 years ago
0
Store only unique values of covariance matrices in filters and smoothers
#13
jrnold
closed
8 years ago
0
Split Stan included functions
#12
jrnold
closed
8 years ago
0
add simulators equations to the notes
#11
jrnold
closed
8 years ago
0
Add de Jong simulator
#10
jrnold
opened
8 years ago
0
Add mean-correction simulator
#9
jrnold
closed
8 years ago
0
Add smoothers
#8
jrnold
closed
8 years ago
0
Edit state space simulator to return states
#7
jrnold
closed
8 years ago
0
Add sspace log-likelihood function
#6
jrnold
closed
8 years ago
0
Add functions to generate state space models
#5
jrnold
opened
8 years ago
0
Add model with stock return data
#4
jrnold
opened
8 years ago
0
Add airlines example
#3
jrnold
closed
8 years ago
0
Add Nile example
#2
jrnold
closed
8 years ago
0
Add smoothing equations to the notes
#1
jrnold
closed
8 years ago
1