Man pages for MJAlexander/distortr
Temporal smoothing methods for demographic time series

calcSigmaCalculate variance-covariance matrix
cleanANCDataClean example dataset
colVarsCalculate variance of columns
GetARSimulate time series of fluctuations based on ARMA process
GetARMASimulate time series of fluctuations based on ARMA process
GetGPSimulate time series of fluctuations based on a Gaussian...
getGPDataGet Gaussian Process covariance data to run JAGS country...
GetPSplinesSimulate time series of fluctuations based on P-Splines
getResultsGet results from MCMC estimation
GetSplinesCalculate Basis Splines
getSplinesDataGet Basis splines data to run JAGS country model
imputeSEImpute missing standard errors
plotACFPlot sample autocorrelation function of time series
plotCovariancePlot covariance
plotDataPlot time series of data
plotResultsPlot results from MCMC estimation
processDataProcess country data to run JAGS model
runMCMCRun MCMC estimation
runMCMCCountryRun MCMC estimation (single time series)
runMCMCGlobalRun MCMC estimation for hierarichal models with multiple...
runModelValidationRun validation of MCMC model
simulateFluctuationsSimulate time series of fluctuations
waicCalculate WAIC from log-likelihood
writeModelARWrite a JAGS model to fit AR(1) model
writeModelARMAWrite a JAGS model to fit ARMA(1,1) model
writeModelGPWrite a JAGS model to fit a Gaussian Process model
writeModelSplinesWrite a JAGS model to fit penalized splines regression
MJAlexander/distortr documentation built on Oct. 23, 2017, 11:09 a.m.