Bayesian Regression with Time-Varying Coefficients


[Up] [Top]

Documentation for package ‘walker’ version 0.2.5

Help Pages

coef.walker_fit Extract Coeffients of Walker Fit
fitted.walker_fit Extract Fitted Values of Walker Fit
plot_coefs Posterior predictive check for walker object
plot_fit Plot the fitted values and sample quantiles for a walker object
plot_predict Prediction intervals for walker object
pp_check.walker_fit Posterior predictive check for walker object
predict.walker_fit Predictions for walker object
print.walker_fit Print Summary of walker_fit Object
rw1 Construct a first-order random walk component
rw2 Construct a second-order random walk component
walker Bayesian regression with random walk coefficients
walker_glm Bayesian generalized linear regression with time-varying coefficients
walker_rw1 Comparison of naive and state space implementation of RW1 regression model