LatentState

model

lgmultivariategamma

Wishart

likelihood

ParticleFilter

ll

State State State State

logLikelihood

KalmanFilter

logNormalizer

InverseGamma InverseWishart MultivariateGaussianSvd Wishart

logSumExp

ParticleGibbsAncestor

logisticFunction

Dglm