dzim.filter: Particle Filtering for DZIM

In ZIM: Zero-Inflated Models (ZIM) for Count Time Series with Excess Zeros

Description

Function to implement the particle filtering method proposed by Gordsill et al. (1993).

Usage

dzim.filter(y, X, w, para, control)

Arguments

y	response variable.
X	design matrix.
w	log(w) is used as an offset variable in the linear predictor.
para	model parameters.
control	control arguments.

References

Gordon, N. J., Salmond, D. J., and Smith, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEEE Proceedings, 140, 107-113.

See Also

dzim, dzim.fit, dzim.smooth, dzim.control, dzim.sim, dzim.plot

ZIM documentation built on May 2, 2019, 7:01 a.m.