State Space Models for Time Series Analysis and the dlm package
State space modelling is a popular technique for forecasting and smoothing time series data. There are two main components which […]
Classifying with Discrete Time Markov Chains
Discrete Time Markov Chain A discrete time markov chain is a stochastic model describing a sequence of observed events. The […]
Metropolis-Hastings Algorithm from Scratch
Metropolis Algorithm The Metropolis algorithm is a common acceptance/rejection algorithm for sampling from target distributions and a key tool for […]
