A Bayesian Analysis of Unobserved Component Models Using Ox
This article details a Bayesian analysis of the Nile river flow data, using a similar state space model as other articles in this volume. For this data set, Metropolis-Hastings and Gibbs sampling algorithms are implemented in the programming language Ox. These Markov chain Monte Carlo methods only p...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2011-05-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v41/i13/paper |