Man pages for helske/bssm
Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

ar1Univariate Gaussian model with AR(1) latent process
as_gssmConvert SSModel Object to gssm or ngssm Object
autoplot.predict_bssmPlot predictions based on bssm package
bootstrap_filterBootstrap Filtering
bsmBasic Structural (Time Series) Model
bssmBayesian Inference of State Space Models
drowningsDeaths by drowning in Finland in 1969-2014
ekf(Iterated) Extended Kalman Filtering
ekf_smootherExtended Kalman Smoothing
ekpf_filterExtended Kalman Particle Filtering
exchangePound/Dollar daily exchange rates
expand_sampleExpand the Jump Chain representation
gaussian_approxGaussian approximation of non-Gaussian state space model
gssmGeneral univariate linear-Gaussian state space models
importance_sampleImportance Sampling from non-Gaussian State Space Model
kfilterKalman Filtering
lgg_ssmGeneral multivariate linear Gaussian state space models
logLikLog-likelihood of the State Space Model
mv_gssmGeneral multivariate linear-Gaussian state space models
ng_ar1Non-Gaussian model with AR(1) latent process
ng_bsmNon-Gaussian Basic Structural (Time Series) Model
ngssmGeneral univariate non-Gaussian/non-linear state space models
nlg_ssmGeneral multivariate nonlinear Gaussian state space models
particle_smootherParticle Smoothing
poisson_seriesSimulated Poisson time series data
predictPredictions for State Space Models
print.mcmc_outputPrint Results from MCMC Run
priorsPrior objects for bssm models
run_mcmcBayesian Inference of State Space Models
run_mcmc_gBayesian Inference of Linear-Gaussian State Space Models
run_mcmc_ngBayesian inference of non-Gaussian or non-linear state space...
sde_ssmUnivariate state space model with continuous SDE dynamics
sim_smootherSimulation Smoothing
smootherKalman Smoothing
summary.mcmc_outputSummary of MCMC object
svmStochastic Volatility Model
ukfUnscented Kalman Filtering
helske/bssm documentation built on Feb. 17, 2018, 11:42 p.m.