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Does Bayesian Non-linear SSM (bnlssm) actually support time-varying coefficients?
Accodring to its documentation, 'bnlssm' object allows any of the coefficient matrices to be time-varying and, in that case, def...
1 year ago | 0 answers | 0
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answersQuestion
Bayesian Non-linear SSM with time varying coefficients
I have question about using 'bnlssm' object when the problem involves time-varying coefs. Per this documentation https://www.mat...
1 year ago | 1 answer | 0
