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LMfilteR

Filter Methods for Parameter Estimation in Linear and Non Linear Regression Models

We present a method based on filtering algorithms to estimate the parameters of linear, i.e. the coefficients and the variance of the error term. The proposed algorithms make use of Particle Filters following Ristic, B., Arulampalam, S., Gordon, N. (2004, ISBN: 158053631X) resampling methods. Parameters of logistic regression models are also estimated using an evolutionary particle filter method.

Versions across snapshots

VersionRepositoryFileSize
0.1.3.1 rolling linux/jammy R-4.5 LMfilteR_0.1.3.1.tar.gz 60.6 KiB
0.1.3.1 rolling linux/noble R-4.5 LMfilteR_0.1.3.1.tar.gz 60.5 KiB
0.1.3.1 rolling source/ R- LMfilteR_0.1.3.1.tar.gz 10.7 KiB
0.1.3.1 latest linux/jammy R-4.5 LMfilteR_0.1.3.1.tar.gz 60.6 KiB
0.1.3.1 latest linux/noble R-4.5 LMfilteR_0.1.3.1.tar.gz 60.5 KiB
0.1.3.1 latest source/ R- LMfilteR_0.1.3.1.tar.gz 10.7 KiB
0.1.3.1 2026-04-26 source/ R- LMfilteR_0.1.3.1.tar.gz 10.7 KiB
0.1.3.1 2026-04-23 source/ R- LMfilteR_0.1.3.1.tar.gz 10.7 KiB
0.1.3.1 2026-04-09 windows/windows R-4.5 LMfilteR_0.1.3.1.zip 62.9 KiB
0.1.3.1 2025-04-20 source/ R- LMfilteR_0.1.3.1.tar.gz 10.7 KiB

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