Overview of mvdlm packageUpdated 6 months ago

Eric J. Ward

Rendered from a01_overview.Rmd in mvdlm 0.1.0.
Overview of the bayesdfa packageUpdated 12 months 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 2 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.