Published December 20, 2022
| Version v1.0.0
Software
Open
mlambardi/robustSTCARfilter: Robust STCAR filter with seasonality
Description
Adaptive filter to track time-varying parameters of the STCAR model. Spatial correlation is of conditional auto-regressive (CAR) type. Temporal correlation is of auto-regressive (AR) type. A seasonal AR component can be added. Covariates can be included.
Files
mlambardi/robustSTCARfilter-v1.0.0.zip
Files
(5.4 kB)
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md5:e1c94bb1d8a4cc3aa888baac84c7d972
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Additional details
Related works
- Is supplement to
- https://github.com/mlambardi/robustSTCARfilter/tree/v1.0.0 (URL)