Man pages for NGSSEML
Non-Gaussian State-Space with Exact Marginal Likelihood

FilteringFFiltering and One-Step-Ahead Distributions of the Latent...
gte_dataDaily failure times of 125 telecommunication systems...
ngssm.bayesBayesian estimation of the non-Gaussian state space models...
ngssm.mleMaximum likelihood estimation of the non-Gaussian state space...
PlotFPlot Function
Polio_dataThe Polio Data
Return_dataReturns of the asset PETR3 (Petrobras company) in the...
SmoothingFSmoothing Distribution (Procedure) of the Latent States
sys1_dataThe times between successive computer software failures of...
NGSSEML documentation built on Sept. 5, 2021, 5:36 p.m.