| 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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