| bayesreg_gl | MCMC Sampler for Linear Regression with Global-Local Priors |
| 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_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 |
| computeTimeRemaining | Estimate the remaining time in the MCMC based on previous... |
| credBands | Compute Simultaneous Credible Bands |
| ergMean | Compute the ergodic (running) mean. |
| 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 |
| initSV | Initialize the stochastic volatility parameters |
| invlogit | Compute the inverse log-odds |
| logit | Compute the log-odds |
| make.signal | Create the functions |
| ncind | Sample components from a discrete mixture of normals |
| plot_cp | Plot the series with change points |
| plot_fitted | Plot the Bayesian trend filtering fitted values |
| post_spec_dsp | Compute the posterior distribution of the spectrum of a... |
| rig | Sample from an inverse-Gaussian distribution |
| 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... |
| sampleLogVolMu | Sample the AR(1) unconditional means |
| sampleLogVolMu0 | Sample the mean of AR(1) unconditional means |
| sampleLogVols | Sample the latent log-volatilities |
| 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 | Simulate noisy observations from a function |
| spec_dsp | Compute the spectrum of an AR(p) model |
| tvar | MCMC Sampler for Time-Varying Autoregression |
| uni.slice | Univariate Slice Sampler from Neal (2008) |
