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EMLI  

Computationally Efficient Maximum Likelihood Identification of Linear Dynamical Systems
View on CRAN: Click here


Download and install EMLI package within the R console
Install from CRAN:
install.packages("EMLI")

Install from Github:
library("remotes")
install_github("cran/EMLI")

Install by package version:
library("remotes")
install_version("EMLI", "0.2.0")



Attach the package and use:
library("EMLI")
Maintained by
Vytautas Dulskis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-05-17
Latest Update: 2022-11-20
Description:
Provides implementations of computationally efficient maximum likelihood parameter estimation algorithms for models that represent linear dynamical systems. Currently, one such algorithm is implemented for the one-dimensional cumulative structural equation model with shock-error output measurement equation and assumptions of normality and independence. The corresponding scientific paper is yet to be published, therefore the relevant reference will be provided later.
How to cite:
Vytautas Dulskis (2022). EMLI: Computationally Efficient Maximum Likelihood Identification of Linear Dynamical Systems. R package version 0.2.0, https://cran.r-project.org/web/packages/EMLI
Previous versions and publish date:
0.1.0 (2022-05-17 18:30)
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