• dynlm

  • Referenced in 4 articles [sw25517]
  • package dynlm: Dynamic Linear Regression. Dynamic linear models and time series regression...
  • dlm

  • Referenced in 30 articles [sw04503]
  • inference and forecasting with dynamic linear models. The code to run all the examples ... basic elements of Bayesian analysis for linear regression models are reminded, and Markov chain Monte ... presented. Chapter 2 is on dynamic linear models. State space models, dynamic linear models, state...
  • LISP-STAT

  • Referenced in 117 articles [sw01111]
  • system interface forms the basis of a dynamic graphics system that is designed to work ... statistical model representations, such as linear and nonlinear regression models and generalized linear models. Many...
  • FLS

  • Referenced in 6 articles [sw24350]
  • been generated by a linear regression model; and a prior dynamic specification that the regression...
  • DREGAR

  • Referenced in 1 article [sw25297]
  • package DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR...
  • bsts

  • Referenced in 2 articles [sw29788]
  • Structural Time Series. Time series regression using dynamic linear models fit using MCMC. See Scott...
  • Evolino

  • Referenced in 19 articles [sw36450]
  • their ability to model non-linear dynamical systems. Most supervised gradient-based recurrent neural networks ... sequence learning, EVOlution of recurrent systems with LINear outputs (Evolino). Evolino uses evolution to discover ... weights, while using methods such as linear regression or quadratic programming to compute optimal linear...
  • Libra

  • Referenced in 0 articles [sw14827]
  • over tting ones. In sparse linear regression, the dynamics with early stopping regularization can provably ... such dynamical algorithms remains largely open except for some recent progress on linear regression...
  • Extended-GC

  • Referenced in 1 article [sw38880]
  • linearized; i.e., the dynamics can be effectively modeled by linear regressive processes. Under such conditions ... interactions within the system. However, for nonlinear dynamical systems such as the Hodgkin–Huxley...
  • fdapace

  • Referenced in 7 articles [sw15968]
  • sparsely sampled. PACE provides options for functional regression and correlation, for Longitudinal Data Analysis ... dynamics. The core computational algorithms are implemented using the ’Eigen’ C++ library for numerical linear...
  • StOpt

  • Referenced in 10 articles [sw32903]
  • programming methods based on Monte Carlo with regressions (global, local and sparse regressors), for underlying ... Stochastic Differential Equations (C++ only). Stochastic Dual Dynamic Programming methods to deal with stochastic stocks ... Methods are proposed to solve some non linear PDEs. For each method, a framework...
  • L2WPMA

  • Referenced in 9 articles [sw04326]
  • given positive integer. Hence, the piecewise linear interpolant to the fit consists of k monotonic ... problem. The method, however, by employing a dynamic programming technique divides the data into ... problem (monotonic fit or isotonic regression) for each set. So it calculates efficiently a global...
  • TRNSYS

  • Referenced in 6 articles [sw15732]
  • equally well be used to model other dynamic systems such as traffic flow, or biological ... determine thermophysical properties, invert matrices, perform linear regressions, and interpolate external data files. The second...
  • ADE-4

  • Referenced in 8 articles [sw14077]
  • linear regression methods including lowess and polynomial regression, multiple and PLS (partial least squares) regression ... orthogonal regression (principal component regression), projection methods like principal component analysis on instrumental variables, canonical ... table graphics and geographical mapping options. A dynamic graphic module allows interactive operations like searching...
  • PACE

  • Referenced in 2 articles [sw28690]
  • Functional Data Analysis (FDA) and Empirical Dynamics in Matlab. The core of this package ... sampled. PACE provides options for linear and nonlinear functional regression and correlation, for Longitudinal Data ... trajectories, and for the analysis of underlying dynamics, through empirical differential equations...
  • GEKKO

  • Referenced in 1 article [sw38459]
  • coupled with large-scale solvers for linear, quadratic, nonlinear, and mixed integer programming ... operation include parameter regression, data reconciliation, real-time optimization, dynamic simulation, and nonlinear predictive control...
  • MTS

  • Referenced in 7 articles [sw15485]
  • volatility component analysis. (a) For the multivariate linear time series analysis, the package performs model ... models, VAR models with exogenous variables, multivariate regression models with time series errors, augmented ... moving-average volatility, Cholesky decomposition volatility models, dynamic conditional correlation (DCC) models, copula-based volatility...
  • CatReg

  • Referenced in 1 article [sw33924]
  • SCOPE Penalty. Computes solutions for linear and logistic regression models with a nonconvex penalty (SCOPE ... cyclical block-coordinate descent, iterating an innovative dynamic programming algorithm to compute exact solutions...
  • NIMROD

  • Referenced in 1 article [sw35079]
  • equations (ODE) are widespread tools for describing dynamical systems. In biomedical sciences, data from each ... estimate individual parameters by standard non-linear regression but information can often be gained from...
  • Swarm-Sync

  • Referenced in 1 article [sw27055]
  • suitability of our framework for dynamic environments is also presented. We also present a fair ... protocols based on techniques such as Linear regression, Linear prediction and Kalman filter and consensus...