R-universe search: exports:nVariables

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geobosh

pcts:Periodically Correlated and Periodically Integrated Time Series

Classes and methods for modelling and simulation of periodically correlated (PC) and periodically integrated time series. Compute theoretical periodic autocovariances and related properties of PC autoregressive moving average models. Some original methods including Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996) <doi:10.1111/j.1467-9892.1996.tb00281.x>.

Maintained by Georgi N. Boshnakov. Last updated 1 years ago.

par-models periodic periodic-models piar-models seasonal time-series time-series-models

3 stars 4.18 score 3 scripts

admaldonado

MoTBFs:Learning Hybrid Bayesian Networks using Mixtures of Truncated Basis Functions

Learning, manipulation and evaluation of mixtures of truncated basis functions (MoTBFs), which include mixtures of polynomials (MOPs) and mixtures of truncated exponentials (MTEs). MoTBFs are a flexible framework for modelling hybrid Bayesian networks (I. Pérez-Bernabé, A. Salmerón, H. Langseth (2015) <doi:10.1007/978-3-319-20807-7_36>; H. Langseth, T.D. Nielsen, I. Pérez-Bernabé, A. Salmerón (2014) <doi:10.1016/j.ijar.2013.09.012>; I. Pérez-Bernabé, A. Fernández, R. Rumí, A. Salmerón (2016) <doi:10.1007/s10618-015-0429-7>). The package provides functionality for learning univariate, multivariate and conditional densities, with the possibility of incorporating prior knowledge. Structural learning of hybrid Bayesian networks is also provided. A set of useful tools is provided, including plotting, printing and likelihood evaluation. This package makes use of S3 objects, with two new classes called 'motbf' and 'jointmotbf'.

Maintained by Ana D. Maldonado. Last updated 3 years ago.

1 stars 1.00 score 1 scripts