Dynamic Logistic State Space Prediction Model

Implements the dynamic logistic state space model for binary outcome data proposed by Jiang et al. (2021) . It provides a computationally efficient way to update the prediction whenever new data becomes available. It allows for both time-varying and time-invariant coefficients, and use cubic smoothing splines to model varying coefficients. The smoothing parameters are objectively chosen by maximum likelihood. The model is updated using batch data accumulated at pre-specified time intervals.


Reference manual

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install.packages("DLSSM")

1.1.1 by Jiakun Jiang, a year ago


Browse source code at https://github.com/cran/DLSSM


Authors: Jiakun Jiang [aut, cre] , Wei Yang [aut] , Wensheng Guo [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports Matrix

Suggests knitr, rmarkdown, testthat, withr

System requirements: Intel MKL (optional for enhanced performance)


See at CRAN