[R] Time Series Rating Model

[Ryusuke Kenji]

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メモリ代わりにお使いください。無料で使える25GB。
-------------- next part --------------
A non-text attachment was scrubbed...
Name: bivpois.pdf
Type: application/pdf
Size: 177866 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20091129/2f729e8c/attachment-0008.pdf>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: dixoncoles97.pdf
Type: application/pdf
Size: 827440 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20091129/2f729e8c/attachment-0009.pdf>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: karlisntzuofras03.pdf
Type: application/pdf
Size: 139860 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20091129/2f729e8c/attachment-0010.pdf>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: karlisntzuofras05.pdf
Type: application/pdf
Size: 668457 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20091129/2f729e8c/attachment-0011.pdf>