Bayesian Generalized Linear Models with Time-Varying Coefficients


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Documentation for package ‘walker’ version 1.0.8

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as.data.frame.walker_fit Coerce Posterior Samples of walker Fit to a Data Frame
coef.walker_fit Extract Coeffients of Walker Fit
fitted.walker_fit Extract Fitted Values of Walker Fit
lfo Leave-Future-Out Cross-Validation
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
predict_counterfactual 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
summary.walker_fit Summary of walker_fit Object
walker Bayesian regression with random walk coefficients
walker_glm Bayesian generalized linear model with time-varying coefficients
walker_rw1 Comparison of naive and state space implementation of RW1 regression model