Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

ar1 | Univariate Gaussian model with AR(1) latent process |

as_gssm | Convert SSModel Object to gssm or ngssm Object |

autoplot.predict_bssm | Plot predictions based on bssm package |

bootstrap_filter | Bootstrap Filtering |

bsm | Basic Structural (Time Series) Model |

bssm | Bayesian Inference of State Space Models |

drownings | Deaths by drowning in Finland in 1969-2014 |

ekf | (Iterated) Extended Kalman Filtering |

ekf_smoother | Extended Kalman Smoothing |

ekpf_filter | Extended Kalman Particle Filtering |

exchange | Pound/Dollar daily exchange rates |

expand_sample | Expand the Jump Chain representation |

gaussian_approx | Gaussian approximation of non-Gaussian state space model |

gssm | General univariate linear-Gaussian state space models |

importance_sample | Importance Sampling from non-Gaussian State Space Model |

kfilter | Kalman Filtering |

lgg_ssm | General multivariate linear Gaussian state space models |

logLik | Log-likelihood of the State Space Model |

mv_gssm | General multivariate linear-Gaussian state space models |

ng_ar1 | Non-Gaussian model with AR(1) latent process |

ng_bsm | Non-Gaussian Basic Structural (Time Series) Model |

ngssm | General univariate non-Gaussian/non-linear state space models |

nlg_ssm | General multivariate nonlinear Gaussian state space models |

particle_smoother | Particle Smoothing |

poisson_series | Simulated Poisson time series data |

predict | Predictions for State Space Models |

print.mcmc_output | Print Results from MCMC Run |

priors | Prior objects for bssm models |

run_mcmc | Bayesian Inference of State Space Models |

run_mcmc_g | Bayesian Inference of Linear-Gaussian State Space Models |

run_mcmc_ng | Bayesian inference of non-Gaussian or non-linear state space... |

sde_ssm | Univariate state space model with continuous SDE dynamics |

sim_smoother | Simulation Smoothing |

smoother | Kalman Smoothing |

summary.mcmc_output | Summary of MCMC object |

svm | Stochastic Volatility Model |

ukf | Unscented Kalman Filtering |

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