(look at the REML chapter in the manual).
Christos Argyropoulos
Date: Mon, 3 May 2010 23:18:28 +0200
From: duta...@gmail.com
To: r-help@r-project.org
Subject: [R] extended Kalman filter for survival data
Dear all,
I'm looking for an implementation of the generalized extended Kalman
in the manual).
Christos Argyropoulos
Date: Mon, 3 May 2010 23:18:28 +0200
From: duta...@gmail.com
To: r-help@r-project.org
Subject: [R] extended Kalman filter for survival data
Dear all,
I'm looking for an implementation of the generalized extended
Kalman filter
for survival data
Dear all,
I'm looking for an implementation of the generalized extended Kalman filter
for survival data, presented in this article Fahrmeir (1994) - 'dynamic
modelling for discrete time survival data'. The same author also publish a
Bayesian version of the algorithm 'dynamic discrete-time
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