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Oleg Gredil


Last seen: 5 months ago Active since 2024

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Does Bayesian Non-linear SSM (bnlssm) actually support time-varying coefficients?
Accodring to its documentation, 'bnlssm' object allows any of the coefficient matrices to be time-varying and, in that case, def...

9 months ago | 0 answers | 0

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Bayesian Non-linear SSM with time varying coefficients
I have question about using 'bnlssm' object when the problem involves time-varying coefs. Per this documentation https://www.mat...

9 months ago | 1 answer | 0

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