Message-ID: <KAW101-W19CF574026CDBA78A4C0F1DA980@phx.gbl>
Date: 2009-11-29T10:00:07Z
From: Ryusuke Kenji
Subject: Time Series Rating Model
In-Reply-To: <SNT0-MC1-F12reEBThC001290b6@SNT0-MC1-F12.Snt0.hotmail.com>
To R programming experts,
I am a undergraduate student, and now doing research personally. I apply diagonal bivariate poisson (R package "bivpois") with stochatics weighted function (refer to dixoncoles97 section 4.5 to 4.7). However I dont know how to fit this stochatical weighted function to the completed bivariate poisson model.
I know that some other references for dynamic soccer team rating apply below two methods, while I am not familiar with these method:-
1. Brownian Motions
ifs (CRAN package)
sde (CRAN package)
dvfBm (CRAN package)
2. Kalman Filters
FKF (CRAN package)
KFAS (CRAN package)
Hereby I attach some references. I upload the model in R programming file "model.RData" in my skydrive as well.
I will appreciate if prof would sharing your precious advice or suggestion. Thank you.
Best Regards,
Ryusuke
A Soccer Scores Modelling Enthursiast
_________________________________________________________________
USB?????????????????????25GB?
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