Re: [R] Time Series Rating Model

[ryusuke]

http://n4.nabble.com/file/n956255/TimeSeries%2BLikelihood.jpg 

>From the attachment, I need to find out the maximum likelihood value of ξ,
while I stuck to write in R codes. I will appreciate of experts advices.
Thanks.



ryusuke wrote:
> 
> 
> To R programming experts,
> 
> I am a undergraduate student, and now doing research personally. I apply
> diagonal bivariate poisson (R package "bivpois") with stochatics weighted
> function (refer to dixoncoles97 section 4.5 to 4.7). However I dont know
> how to fit this stochatical weighted function to the completed bivariate
> poisson model.
> 
> I know that some other references for dynamic soccer team rating apply
> below two methods, while I am not familiar with these method:-
> 1. Brownian Motions
>  ifs (CRAN package)
>  sde (CRAN package)
>  dvfBm (CRAN package)
>  
>  2. Kalman Filters
>  FKF (CRAN package)
>  KFAS (CRAN package)
> 
> Hereby I attach some references. I upload the model in R programming file
> "model.RData" in my skydrive as well.
> 
> I will appreciate if prof would sharing your precious advice or
> suggestion. Thank you.
> 
> 
> Best Regards,
> 
> Ryusuke
> A Soccer Scores Modelling Enthursiast
>                                         
>                                         
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and provide commented, minimal, self-contained, reproducible code.