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SMFilter: Filtering Algorithms for the State-Space models on the Stiefel Manifold4 days ago
SMFilter version 1.0.5 (Red Filter) | How to install | Example | Type one model | Type two model | Citation
SMFilter 1.0.5Yukai Yangreadme.Rmd
Panel Smooth Transition Regression18 days ago
PSTR version 2.1.1 (Green Panel) | How to install | Example | The data | Initialization | Specification | Estimation | Evaluation | Plotting
PSTR 2.1.1Yukai Yangpstr-vignette.Rmd