get_model_lineargaussiansimpler: get_model_lineargaussiansimpler
In pierrejacob/bayeshscore: Bayesian Model Comparison using the Hyvarinen Score
View source: R/get_model_lineargaussiansimpler.R
Description
Univariate linear Gaussian model with 2 unknown parameters
(phi, sigmaW2).
Latent states: X[t] = phi*X[t-1] + N(0,sigmaW2).
Observations: Y[t] = psi*X[t] + N(0,sigmaV2).
Usage
1
pierrejacob/bayeshscore documentation built on May 25, 2019, 11:35 p.m.
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View source: R/get_model_lineargaussiansimpler.R
Description
Univariate linear Gaussian model with 2 unknown parameters
(phi, sigmaW2).
Latent states: X[t] = phi*X[t-1] + N(0,sigmaW2).
Observations: Y[t] = psi*X[t] + N(0,sigmaV2).
Usage
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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