| abco | Adaptive Bayesian Changepoint with Outliers |
| btf | MCMC Sampler for Bayesian Trend Filtering |
| btf0 | MCMC Sampler for Bayesian Trend Filtering: D = 0 |
| btf_bspline | MCMC Sampler for B-spline Bayesian Trend Filtering |
| btf_bspline0 | MCMC Sampler for B-spline Bayesian Trend Filtering: D = 0 |
| btf_nb | MCMC Sampler for Bayesian Trend Filtering with Negative... |
| btf_reg | MCMC Sampler for Bayesian Trend Filtering: Regression |
| btf_sparse | Run the MCMC for sparse Bayesian trend filtering |
| build_Q | Compute the quadratic term in Bayesian trend filtering |
| build_XtX | Compute X'X |
| computeDIC_ASV | Function for calculating DIC and Pb (Bayesian measures of... |
| credBands | Compute Simultaneous Credible Bands |
| dsp_fit | MCMC Sampler for Models with Dynamic Shrinkage Processes |
| dsp-package | dsp: Dynamic Shrinkage Process and Change Point Detection |
| dsp_spec | Model Specification |
| ergMean | Compute the ergodic (running) mean. |
| fit_ASV | MCMC Sampler for Adaptive Stchoastic Volatility (ASV) model |
| fit_paramsASV | Helper function for Sampling parameters for ASV model |
| fit_paramsASV_n | Helper function for Sampling parameters for ASV model with a... |
| generate_ly2hat | Posterior predictive sampler on the transformed y (log(y^2)) |
| getARpXmat | Compute the design matrix X for AR(p) model |
| getEffSize | Summarize of effective sample size |
| getNonZeros | Compute Non-Zeros (Signals) |
| initCholReg_spam | Compute initial Cholesky decomposition for TVP Regression |
| initChol_spam | Compute initial Cholesky decomposition for Bayesian Trend... |
| initDHS | Initialize the evolution error variance parameters |
| initEvol0 | Initialize the parameters for the initial state variance |
| initEvolParams | Initialize the evolution error variance parameters |
| init_paramsASV | Helper function for initializing parameters for ASV model |
| init_paramsASV_n | Helper function for initializing parameters for ASV model... |
| initSV | Initialize the stochastic volatility parameters |
| invlogit | Compute the inverse log-odds |
| logit | Compute the log-odds |
| ncind | Sample components from a discrete mixture of normals |
| plot.dsp | Plot the Bayesian trend filtering fitted values |
| predict.dsp | Predict changepoints from the output of ABCO |
| sampleAR1 | Sample the AR(1) coefficient(s) |
| sampleBTF | Sampler for first or second order random walk (RW) Gaussian... |
| sampleBTF_bspline | Sampler for first or second order random walk (RW) Gaussian... |
| sampleBTF_reg | Sampler for first or second order random walk (RW) Gaussian... |
| sampleBTF_reg_backfit | (Backfitting) Sampler for first or second order random walk... |
| sampleBTF_sparse | Sampler for first or second order random walk (RW) Gaussian... |
| sampleDSP | Sample the dynamic shrinkage process parameters |
| sampleEvol0 | Sample the parameters for the initial state variance |
| sampleEvolParams | Sampler evolution error variance parameters |
| sampleFastGaussian | Sample a Gaussian vector using the fast sampler of... |
| sample_j_wrap | Sampling from 10-component Gaussian Mixture component... |
| sampleLogVolMu | Sample the AR(1) unconditional means |
| sampleLogVolMu0 | Sample the mean of AR(1) unconditional means |
| sampleLogVols | Sample the latent log-volatilities |
| sample_mat_c | Wrapper function for C++ call for sample mat, check... |
| sampleSVparams | Sampler for the stochastic volatility parameters |
| sampleSVparams0 | Sampler for the stochastic volatility parameters using same... |
| simBaS | Compute Simultaneous Band Scores (SimBaS) |
| simRegression | Simulate noisy observations from a dynamic regression model |
| simRegression0 | Simulate noisy observations from a dynamic regression model |
| simUnivariate | Generate univariate signals of different type |
| spec_dsp | Compute the spectrum of an AR(p) model |
| summary.dsp | Summarize DSP MCMC chains |
| t_create_loc | Initializer for location indices for filling in band-sparse... |
| t_initEvolParams_no | Initialize the evolution error variance parameters |
| t_initEvolZeta_ps | Initialize the anomaly component parameters |
| t_initSV | Initialize the stochastic volatility parameters |
| t_sampleAR1 | Sample the TAR(1) coefficients |
| t_sampleBTF | Sampler for first or second order random walk (RW) Gaussian... |
| t_sampleEvolParams | Sample the thresholded dynamic shrinkage process parameters |
| t_sampleEvolZeta_ps | Sampler for the anomaly component parameters |
| t_sampleLogVolMu | Sample the TAR(1) unconditional means |
| t_sampleLogVols | Sample the latent log-volatilities |
| t_sampleR_mh | Sample the threshold parameter |
| t_sampleSVparams | Sampler for the stochastic volatility parameters |
| uni.slice | Univariate Slice Sampler from Neal (2008) |
