State space mixed models for discrete longitudinal responses

Hello, I am trying my luck. Is there any example on state-space mixed models for discrete (Poisson or Binomal) longitudinal responses?

I have posted a limited example using ctsem here Binary data in state space models | Charles Driver
ctsem has an underlying stan model, but is designed to allow optimisation as well as sampling, so in some cases uses an extended Kalman filter to integrate over unknown states.

1 Like