@book{4c1066709d6211dab409000ea68e967b,
title = "Formulating state space models in R with focus on longitudinal regression models",
abstract = " We provide a language for formulating a range of state space models. The described methodology is implemented in the R -package sspir available from cran.r-project.org . A state space model is specified similarly to a generalized linear model in R , by marking the time-varying terms in the formula. However, the model definition and the model fit are separated in different calls. The model definition creates an object with a number of associated functions. The model object may be edited to incorporate extra features before it is fitted to data. The formulation of models does not depend on the implemented method of inference. The package is demonstrated on three datasets.",
keywords = "Dynamic models, Exponential family, Iterated extended Kalman smoothing, Kalman filtering",
author = "Claus Dethlefsen and S{\o}ren Lundbye-Christensen",
year = "2005",
language = "English",
series = "Research Report Series",
number = "R-2005-21",
publisher = "Aalborg Universitetsforlag",
}