Man pages for bssm
Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

ar1_lgUnivariate Gaussian model with AR(1) latent process
ar1_ngNon-Gaussian model with AR(1) latent process
as_bssmConvert KFAS Model to bssm Model
as.data.frame.mcmc_outputConvert MCMC chain to data.frame
asymptotic_varAsymptotic Variance of IS-type Estimators
bootstrap_filterBootstrap Filtering
bsm_lgBasic Structural (Time Series) Model
bsm_ngNon-Gaussian Basic Structural (Time Series) Model
bssmBayesian Inference of State Space Models
drowningsDeaths by drowning in Finland in 1969-2019
ekf(Iterated) Extended Kalman Filtering
ekf_smootherExtended Kalman Smoothing
ekpf_filterExtended Kalman Particle Filtering
exchangePound/Dollar daily exchange rates
expand_sampleExpand the Jump Chain representation
gaussian_approxGaussian Approximation of Non-Gaussian/Non-linear State Space...
importance_sampleImportance Sampling from non-Gaussian State Space Model
kfilterKalman Filtering
logLikLog-likelihood of a Gaussian State Space Model
logLik.nongaussianLog-likelihood of a Non-Gaussian State Space Model
logLik.ssm_nlgLog-likelihood of a Non-linear State Space Model
logLik.ssm_sdeLog-likelihood of a State Space Model with SDE dynamics
particle_smootherParticle Smoothing
poisson_seriesSimulated Poisson time series data
post_correctRun Post-correction for Approximate MCMC using psi-APF
predict.mcmc_outputPredictions for State Space Models
print.mcmc_outputPrint Results from MCMC Run
priorsPrior objects for bssm models
run_mcmcBayesian Inference of State Space Models
run_mcmc_gBayesian Inference of Linear-Gaussian State Space Models
run_mcmc_ngBayesian Inference of Non-Gaussian State Space Models
run_mcmc.ssm_nlgBayesian Inference of non-linear state space models
run_mcmc.ssm_sdeBayesian Inference of SDE
sim_smootherSimulation Smoothing
smootherKalman Smoothing
ssm_mlgGeneral multivariate linear Gaussian state space models
ssm_mngGeneral Non-Gaussian State Space Model
ssm_nlgGeneral multivariate nonlinear Gaussian state space models
ssm_sdeUnivariate state space model with continuous SDE dynamics
ssm_ulgGeneral univariate linear-Gaussian state space models
ssm_ungGeneral univariate non-Gaussian state space model
suggest_NSuggest Number of Particles for psi-APF Post-correction
summary.mcmc_outputSummary of MCMC object
svmStochastic Volatility Model
ukfUnscented Kalman Filtering
bssm documentation built on July 10, 2021, 9:07 a.m.