Other packages > Find by keyword >

mssm  

Multivariate State Space Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mssm", "0.1.6")



Attach the package and use:
library("mssm")
Maintained by
Benjamin Christoffersen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-05-24
Latest Update:
Description:
Provides methods to perform parameter estimation and make analysis of multivariate observed outcomes through time which depends on a latent state variable. All methods scale well in the dimension of the observed outcomes at each time point. The package contains an implementation of a Laplace approximation, particle filters like suggested by Lin, Zhang, Cheng, & Chen (2005) , and the gradient and observed information matrix approximation suggested by Poyiadjis, Doucet, & Singh (2011) .
How to cite:
Benjamin Christoffersen (2019). mssm: Multivariate State Space Models. R package version 0.1.6, https://cran.r-project.org/web/packages/mssm. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1.0 (2019-05-24 14:30), 0.1.1 (2019-06-01 00:02), 0.1.2 (2019-08-09 00:50), 0.1.3 (2019-11-07 01:20), 0.1.4 (2020-12-15 23:30), 0.1.5 (2021-10-05 09:10), 0.1.6 (2022-01-31 08:40)
Other packages that cited mssm R package
View mssm citation profile
Other R packages that mssm depends, imports, suggests or enhances
Functions, R codes and Examples using the mssm R package
Some associated functions: get_ess . logLik.mssm . mssm-Laplace . mssm-package . mssm-pf . mssm-smoother . mssm . mssm_control . plot.mssm . plot.mssmEss . 
Some associated R codes: RcppExports.R . catch-routine-registration.R . ess.R . mssm.R . plot.R . print.R . roxygen-tags.R .  Full mssm package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA