Files in bssm

Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

MD5

NEWS.md README.md

NAMESPACE

DESCRIPTION

R/RcppExports.R R/srr-stats-standards.R R/approx.R R/expand_sample.R R/models.R R/plot_mcmc.R R/run_mcmc.R R/print_mcmc.R R/init_mode.R R/summary.R R/priors.R R/asymptotic_var.R R/model_type.R R/importance_sample.R R/predict.R R/sim_smoother.R R/loglik.R R/bssm-package.R R/check_diagnostics.R R/ekpf_filter.R R/particle_smoother.R R/as_draws.R R/smoother.R R/zzz.R R/fitted.R R/as_bssm.R R/as.data.frame.mcmc_output.R R/bootstrap_filter.R R/kfilter.R R/check_arguments.R R/post_correction.R R/cpp_example_models.R

src/rep_mat.h

src/R_milstein.cpp

src/Makevars.win

src/R_kfilter.cpp

src/Makevars

src/R_smoother.cpp

src/sample.h

src/model_svm.h

src/parset_ng.h

src/model_ssm_ulg.h

src/RcppExports.cpp

src/R_loglik.cpp

src/model_bsm_ng.cpp

src/R_ekf.cpp

src/R_sde_state_sampler.cpp

src/parset_ng.cpp

src/model_ssm_nlg.h

src/filter_smoother.h

src/model_ssm_ung.h

src/model_bsm_lg.h

src/model_ssm_sde.cpp

src/stratified_sample.cpp

src/model_bsm_lg.cpp

src/R_bootstrap_filter.cpp

src/model_ssm_ulg.cpp

src/model_ssm_sde.h

src/conditional_dist.h

src/summary.cpp

src/model_ar1_lg.cpp

src/R_sde.cpp

src/R_postcorrection.cpp

src/parset_lg.cpp

src/model_ssm_mlg.cpp

src/model_ssm_ung.cpp

src/model_ssm_nlg.cpp

src/R_ekpf.cpp

src/R_predict_past.cpp

src/model_bsm_ng.h

src/model_ar1_lg.h

src/model_svm.cpp

src/R_ukf.cpp

src/model_ssm_mng.h

src/parset_lg.h

src/R_psi.cpp

src/R_approx.cpp

src/distr_consts.h

src/summary.h

src/psd_chol.h

src/model_ar1_ng.h

src/model_ssm_mng.cpp

src/model_ssm_mlg.h

src/milstein_functions.h

src/milstein.cpp

src/rep_mat.cpp

src/R_iact.cpp

src/dmvnorm.cpp

src/filter_smoother.cpp

src/bssm.h

src/model_ar1_ng.cpp

src/dmvnorm.h

src/distr_consts.cpp

src/mcmc.h

src/R_importance_sample.cpp

src/R_predict.cpp

src/R_mcmc.cpp

src/approx_mcmc.h

src/mcmc.cpp

src/conditional_dist.cpp

src/psd_chol.cpp

src/approx_mcmc.cpp

inst/CITATION

inst/doc/psi_pf.R inst/doc/growth_model.R inst/doc/psi_pf.Rmd inst/doc/bssm.R

inst/doc/psi_pf.html

inst/doc/growth_model.html

inst/doc/bssm.Rmd

inst/doc/sde_model.html

inst/doc/sde_model.R

inst/doc/bssm.html

inst/doc/sde_model.Rmd inst/doc/growth_model.Rmd

build/vignette.rds

tests/test_all.R tests/testthat/test_as_bssm.R tests/testthat/test_basics.R tests/testthat/test_is.R tests/testthat/test_bootstrap_filter.R tests/testthat/test_sde.R tests/testthat/test_priors.R tests/testthat/test_models.R tests/testthat/test_as_data_frame.R tests/testthat/test_post_correct.R tests/testthat/test_approx.R tests/testthat/test_ekpf.R tests/testthat/test_sim_smoother.R tests/testthat/test_mcmc.R tests/testthat/test_predict.R tests/testthat/test_particle_smoother.R vignettes/psi_pf.Rmd

vignettes/bssm.bib

vignettes/ssm_sde_template.cpp

vignettes/ssm_nlg_template.cpp

vignettes/bssm.Rmd vignettes/sde_model.Rmd vignettes/growth_model.Rmd

vignettes/psi_pf_experiments/growth_model_functions.cpp

vignettes/psi_pf_experiments/table3.rds

vignettes/psi_pf_experiments/ar_exp_model_functions.cpp

vignettes/psi_pf_experiments/table4.rds

vignettes/psi_pf_experiments/table1.rds

vignettes/psi_pf_experiments/table2.rds

data/datalist

data/poisson_series.rda

data/negbin_model.rda

data/exchange.rda

data/drownings.rda

data/negbin_series.rda

man/check_diagnostics.Rd man/ekf_smoother.Rd man/logLik_bssm.Rd man/ssm_ulg.Rd man/importance_sample.Rd man/ssm_mlg.Rd man/cpp_example_model.Rd man/bssm.Rd man/sim_smoother.Rd man/as.data.frame.mcmc_output.Rd man/kfilter.Rd man/bssm_prior.Rd man/fitted.mcmc_output.Rd man/gaussian_approx.Rd man/ssm_nlg.Rd man/ukf.Rd man/negbin_series.Rd man/bootstrap_filter.Rd man/ssm_ung.Rd man/particle_smoother.Rd man/iact.Rd man/ssm_sde.Rd man/expand_sample.Rd man/post_correct.Rd man/run_mcmc.Rd man/svm.Rd man/summary.mcmc_output.Rd man/print.mcmc_output.Rd man/bsm_ng.Rd man/suggest_N.Rd man/ekf.Rd man/predict.mcmc_output.Rd man/smoother.Rd man/ar1_lg.Rd man/poisson_series.Rd man/as_draws-mcmc_output.Rd man/asymptotic_var.Rd man/negbin_model.Rd man/exchange.Rd man/ar1_ng.Rd man/plot.mcmc_output.Rd man/ekpf_filter.Rd man/drownings.Rd man/as_bssm.Rd man/bsm_lg.Rd man/ssm_mng.Rd man/estimate_ess.Rd

man/figures/README-example-1.png

man/figures/README-compare-1.png

man/figures/README-bivariate-fig-2.png

man/figures/README-bivariate-fig-1.png

bssm documentation built on Nov. 2, 2023, 6:25 p.m.