Overview of mvdlm packageUpdated 10 months ago

Eric J. Ward

Rendered from a01_overview.Rmd in mvdlm 0.1.0.
Overview of the bayesdfa packageUpdated 1 years ago

Eric J. Ward, Sean C. Anderson, Mary E. Hunsicker, Mike A. Litzow, Luis A. Damiano, Mark D. Scheuerell, Elizabeth E. Holmes, Nick Tolimieri

Rendered from a1_bayesdfa.Rmd in bayesdfa 1.3.3.
Fitting models with zoidUpdated 1 years ago

Eric J. Ward

Rendered from a01_fitting.Rmd in zoid 1.3.1.
Combining data with bayesdfaUpdated 2 years ago

Eric J. Ward, Sean C. Anderson, Mary E. Hunsicker, Mike A. Litzow, Luis A. Damiano, Mark D. Scheuerell, Elizabeth E. Holmes, Nick Tolimieri

Rendered from a2_combining_data.Rmd in bayesdfa 1.3.3.
Estimating process trend variability with bayesdfaUpdated 2 years ago

Eric J. Ward, Sean C. Anderson, Mary E. Hunsicker, Mike A. Litzow, Luis A. Damiano, Mark D. Scheuerell, Elizabeth E. Holmes, Nick Tolimieri

Rendered from a5_estimate_process_sigma.Rmd in bayesdfa 1.3.3.
Examples of fitting DFA models with lots of dataUpdated 2 years ago

Eric J. Ward, Sean C. Anderson, Mary E. Hunsicker, Mike A. Litzow, Luis A. Damiano, Mark D. Scheuerell, Elizabeth E. Holmes, Nick Tolimieri

Rendered from a7_bigdata.Rmd in bayesdfa 1.3.3.
Examples of fitting smooth trend DFA modelsUpdated 2 years ago

Eric J. Ward, Sean C. Anderson, Mary E. Hunsicker, Mike A. Litzow, Luis A. Damiano, Mark D. Scheuerell, Elizabeth E. Holmes, Nick Tolimieri

Rendered from a4_smooth.Rmd in bayesdfa 1.3.3.
Examples of including covariates with bayesdfaUpdated 2 years ago

Eric J. Ward, Sean C. Anderson, Mary E. Hunsicker, Mike A. Litzow, Luis A. Damiano, Mark D. Scheuerell, Elizabeth E. Holmes, Nick Tolimieri

Rendered from a3_covariates.Rmd in bayesdfa 1.3.3.
Fitting compositional dynamic factor models with bayesdfaUpdated 2 years ago

Eric J. Ward, Sean C. Anderson, Mary E. Hunsicker, Mike A. Litzow, Luis A. Damiano, Mark D. Scheuerell, Elizabeth E. Holmes, Nick Tolimieri

Rendered from a6_compositional.Rmd in bayesdfa 1.3.3.
Examples using the varlasso packageUpdated 3 years ago

Eric Ward

Rendered from a1_examples.Rmd in varlasso 0.0.1.
Prior sensitivity for overdispersionUpdated 3 years ago

Eric J. Ward

Rendered from a04_priors.Rmd in zoid 1.3.1.
Priors for compositionsUpdated 3 years ago

Eric J. Ward

Rendered from a03_beta_priors.Rmd in zoid 1.3.1.
Simulating dataUpdated 3 years ago

Eric J. Ward

Rendered from a02_simulating.Rmd in zoid 1.3.1.
Introduction to using time varying vector autoregressive models (TVVARSS)Updated 4 years ago

Eric Ward, Mark Scheuerell, Steve Katz

Rendered from intro_tvvarss.Rmd in tvvarss 0.1.1.
Dynamic linear models in package atsarUpdated 4 years ago

Eric Ward

Rendered from dlm.Rmd in atsar 0.1.6.
Fitting time series models in package atsarUpdated 4 years ago

Eric Ward

Rendered from fit_stan.Rmd in atsar 0.1.6.