kalman_rcpp | Kalman filter |
makeMu | Make mu matrix |
makeSigma | Make covariance matrix |
runMCMC | Run MCMC iterations |
sample_path_mr_ | Simulate a sample path from an endpoint conditioned CTMC by... |
sim | Simulate from 2D IOU/OUF process |
smooth_rcpp | Kalman smoother |
updateState | Update state sequence |
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