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sigma2
2006 Apr 27
1
State space AR models in R: some examples
...rs
Pablo
WinBUGS state-space R code:
######
model;
{
# Parameters and priors
alpha ~ dnorm(0,0.000001) # Intrinsic rate of increase
b ~ dnorm(0,0.000001)
beta[1] <- b-1 # First-order density-dependence
sigma ~ dunif(0, 1000) # State process SD
isigma2 <- pow(sigma, -2) # State process 1/var
# isigma2 ~ dgamma(0.01,0.000001)
# Initial state value
n.exp[1] ~ dnorm(n[1],tau[1])
# State process model
for(j in 1:(N-1)){
n.exp.mu[j+1] <- alpha + b*n.exp[j] # First-order Gompertz
model
n.exp[j...