dzim.smooth: Particle Smoothing for DZIM

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

Description

Function to implement the particle smoothing method proposed by Gordsill et al. (2004).

Usage

dzim.smooth(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

Gordsill, S. J., Doucet, A., and West, M. (2004). Monte Carlo smoothing for nonlinear time series. Journal of the American Statistical Association, 99, 156-168.

See Also

dzim, dzim.fit, dzim.filter, dzim.control, dzim.sim, dzim.plot

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