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Multivariate statistics / Matrix / State space / General linear model / Statistics / Regression analysis / Econometrics
Date: 2014-07-02 10:00:15
Multivariate statistics
Matrix
State space
General linear model
Statistics
Regression analysis
Econometrics

MARSS Quick Start Guide The default MARSS model (form="marxss") is written as follows: xt = Bt xt−1 + ut + Ct ct + wt , where wt ∼ MVN(0, Qt ) yt = Zt xt + at + Dt dt + vt , where vt ∼ MVN(0, Rt ) x1 ∼ MVN(π, Λ

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