spasm: spasm: A package for implementing sparse additive state space...

Description

Description

The spasm package provides three main functions: lgf1 which implements the first order filter, spam which estimates a sparse additive model with vector-valued response (also with predict method), and generateSPASM which generates some data from a state space model with a linear transition equation but non-linear observation equation.


dajmcdon/spasm documentation built on May 6, 2019, 1:31 a.m.