Time-series analysis of population monitoring data

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Version 0.4
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Code resources

KalmanEM() was written by Elizabeth Holmes and Eric Ward, who are research scientists with NOAA Fisheries. You are welcome to use the code and adapt it with attribution. It may not be used in any commercial applications. This code is an amalgamation of a series of functions in an R package we are developing for fitting state-space models via maximum-likelihood and Bayesian approaches. Links to more code can be found by following the links at E. Holmes' website. Links to our papers that use these methods can also be found at the same website. The function TMUfigure() is based on code written by Steve Ellner and Elizabeth Holmes. The function riskfigure() was written by Elizabeth Holmes.

The current version of KalmanEM.r and related code is on EcologyBox.

Our other code for fitting multivariate state-space models can be found on our FishBox pages:

The website for Shumway and Stoffer (2006) is a great resource: Time Series Analysis II

Greg Welch's website on the Kalman filter is very good and has a lot of matlab code. His course material for a SIGGRAPH2001 course, Intro to Kalman, is a good introduction to the theory and is a little easier than Shumway and Stoffer. Links to different extended Kalman filters for non-linear systems are there too.


Created on Oct 21, 2009 at 10:16:58 AM by eli

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