bssm

Univariate Gaussian model with AR(1) latent process

Non-Gaussian model with AR(1) latent process

Convert MCMC chain to data.frame

Convert KFAS Model to bssm Model

Asymptotic Variance of IS-type Estimators

Bootstrap Filtering

Basic Structural (Time Series) Model

Non-Gaussian Basic Structural (Time Series) Model

Bayesian Inference of State Space Models

Deaths by drowning in Finland in 1969-2014

(Iterated) Extended Kalman Filtering

Extended Kalman Smoothing

Extended Kalman Particle Filtering

Pound/Dollar daily exchange rates

Expand the Jump Chain representation

Gaussian Approximation of Non-Gaussian/Non-linear State Space Model

Importance Sampling from non-Gaussian State Space Model

Kalman Filtering

Log-likelihood of a Gaussian State Space Model

Log-likelihood of a Non-Gaussian State Space Model

Log-likelihood of a Non-linear State Space Model

Log-likelihood of a State Space Model with SDE dynamics

Particle Smoothing

Simulated Poisson time series data

Run Post-correction for Approximate MCMC using ψ-APF

Predictions for State Space Models

Print Results from MCMC Run

Prior objects for bssm models

Bayesian Inference of State Space Models

Bayesian Inference of non-linear state space models

Bayesian Inference of SDE

Bayesian Inference of Linear-Gaussian State Space Models

Bayesian Inference of Non-Gaussian State Space Models

Simulation Smoothing

Kalman Smoothing

General multivariate linear Gaussian state space models

General Non-Gaussian State Space Model

General multivariate nonlinear Gaussian state space models

Univariate state space model with continuous SDE dynamics

General univariate linear-Gaussian state space models

General univariate non-Gaussian state space model

Suggest Number of Particles for ψ-APF Post-correction

Summary of MCMC object

Stochastic Volatility Model

Unscented Kalman Filtering