jMarkov package: a stochastic modeling tool

M Cote, G Riaño, R Akhavan-Tabatabaei… - ACM SIGMETRICS …, 2012 - dl.acm.org
design an object oriented framework for stochastic modeling … , jMarkov which models Markov
Chains, jQBD which modelsmodels Phase Types Distributions and jMDP which models

Algorithm 972: jMarkov: an integrated framework for Markov chain modeling

JF Pérez, DF Silva, JC Goez, A Sarmiento… - … Mathematical Software …, 2017 - dl.acm.org
… MC modeling packages, highlight the flexibility of jMarkov. … focus of jMarkov is on the numerical
solution of MC models, … tool for modeling and analysis is to use stochastic simulation. In …

The R package JMbayes for fitting joint models for longitudinal and time-to-event data using MCMC

D Rizopoulos - arXiv preprint arXiv:1404.7625, 2014 - arxiv.org
… outcomes, and offers several tools to validate these predictions … of joint model’s parameters
proceeds using Markov chain … First, we load the package and create 10 random splittings of …

Markov-switching GARCH models in R: The MSGARCH package

D Ardia, K Bluteau, K Boudt, L Catania… - … of Statistical Software, 2019 - papers.ssrn.com
package MSGARCH, which implements Markov-switching GARCH (generalized autoregressive
conditional heteroscedasticity) models … The integer-valued stochastic variable st, defined …

depmixS4: an R package for hidden Markov models

I Visser, M Speekenbrink - Journal of statistical Software, 2010 - jstatsoft.org
… There are currently some packages in R that handle hidden Markov models but they lack a
number of features that we needed in our research. In particular, depmixS4 was designed to …

Markov chain Monte Carlo simulation using the DREAM software package: Theory, concepts, and MATLAB implementation

JA Vrugt - Environmental Modelling & Software, 2016 - Elsevier
… science and engineering to reconcile Earth system models with data, including prediction
in … and deterministic/stochastic model output, and inference of the model parameters. Bayes …

[HTML][HTML] PyMC: Bayesian stochastic modelling in Python

A Patil, D Huard, CJ Fonnesbeck - Journal of statistical software, 2010 - ncbi.nlm.nih.gov
… Bayesian statistical models and fitting algorithms, including Markov chain Monte Carlo. Its …
an existing package primarily because it allows us to build and efficiently fit any model we like …

runjags: An R package providing interface utilities, model templates, parallel computing methods and additional distributions for MCMC models in JAGS

MJ Denwood - Journal of statistical software, 2016 - jstatsoft.org
package provides a set of interface functions to facilitate running Markov chain Monte Carlo
models … of the model, data and current status of the random number generators can be saved …

[图书][B] Markov chain Monte Carlo: stochastic simulation for Bayesian inference

D Gamerman, HF Lopes - 2006 - taylorfrancis.com
… approximating techniques based on stochastic simulation. Stochastic simulation, or Monte
Carlo, … devoted to perform Bayesian inference based on stochastic simulation, hence its sub- …

StochKit2: software for discrete stochastic simulation of biochemical systems with events

KR Sanft, S Wu, M Roh, J Fu, RK Lim… - Bioinformatics, 2011 - academic.oup.com
stochastic simulation software package. StochKit2 provides highly efficient implementations
of several variants of Gillespie's stochastic simulation … as a Markov jump process that is …