Man pages for dajmcdon/spasm
Implements the Laplace-Gaussian filter for sparse, additive, state-space models
| fitted.sparseSpline | Extract fitted values from a 'sparseSpline' object |
| generateSPASM | Generate data from an additive state space model |
| gradNegL | Calculates the gradient of -l(x) |
| lgf1 | First order LGF |
| negHessL | Calculates the negative Hessian of l(x) |
| negL | Calculates negative l(x_t) up to an additive constant |
| posteriorPredictive | Calculates the convolution of two Gaussian distributions |
| predict.sparseSpline | Extract fitted values from a 'sparseSpline' object |
| spam | Estimates sparse (mulitivariate) additive model |
| spasm | spasm: A package for implementing sparse additive state space... |
