Re: [R] Time Series Rating Model

[Ryusuke Kenji]

Experts,

I have try to do seperate and doing simulation on lm.dibp (bivpois). I edited 
some elements to fit my soccer scores model. The static model has completed, I 
try to biuld a weight function for dynamic model as refer to dixon & 
coles(1997). 
         existing weighted function in bivpois for zero-inflated purpose = 
"internal.data1$v1"
         dixon & coles dynamical weighted function = "weighted.data"

May I know how to joined these two weighted function and fit into glm? I am not 
really know how to apply these two function correctly into glm.





From: ryusuke <ryusukekenji_at_hotmail.com>


Date: Wed, 09 Dec 2009 10:03:08 -0800 (PST)










http://n4.nabble.com/file/n956255/TimeSeries%2BLikelihood.jpg 



>From the attachment, I need to find out the maximum likelihood value of ξ,

while I stuck to write in R codes. I will appreciate of experts advices.
Thanks.





ryusuke wrote:


> 

> 

> 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

>                                         

>                                         

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