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 MCMC Output to data.frame
as_draws-mcmc_outputConvert 'run_mcmc' Output to 'draws_df' Format
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
bssm_priorPrior objects for bssm models
check_diagnosticsQuick Diagnostics Checks for 'run_mcmc' Output
cpp_example_modelExample C++ Codes for Non-Linear and SDE Models
drowningsDeaths by drowning in Finland in 1969-2019
ekf(Iterated) Extended Kalman Filtering
ekf_smootherExtended Kalman Smoothing
ekpf_filterExtended Kalman Particle Filtering
estimate_essEffective Sample Size for IS-type Estimators
exchangePound/Dollar daily exchange rates
expand_sampleExpand the Jump Chain representation
fitted.mcmc_outputFitted for State Space Model
gaussian_approxGaussian Approximation of Non-Gaussian/Non-linear State Space...
iactIntegrated Autocorrelation Time
importance_sampleImportance Sampling from non-Gaussian State Space Model
kfilterKalman Filtering
logLik_bssmExtract Log-likelihood of a State Space Model of class...
negbin_modelEstimated Negative Binomial Model of Helske and Vihola (2021)
negbin_seriesSimulated Negative Binomial Time Series Data
particle_smootherParticle Smoothing
plot.mcmc_outputTrace and Density Plots for 'mcmc_output'
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
run_mcmcBayesian Inference of State Space Models
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 Statistics of Posterior Samples
svmStochastic Volatility Model
ukfUnscented Kalman Filtering
bssm documentation built on Nov. 2, 2023, 6:25 p.m.