Observation

Dlm model

ObservationMatrix

Dlm model

observation

Data Model

observationSquaredDifference

GibbsSampling

oneStepPrediction

KalmanFilter

out

FilterCorrelatedDlm FilterDlm FilterSeasonalDlm FilterSecondOrderDlm FirstOrderLinearTrendDlm ForecastSeasonal GibbsCorrelated GibbsInvestParameters GibbsParameters GibbsSecondOrder PoissonDglmGibbs PoissonDglmGibbsAncestor SampleStates SeasonalMetropolis SimulateCorrelated SimulateDlm SimulatePoissonDglm SimulateSeasonalDlm SimulateSecondOrderDlm SmoothDlm SmoothSeasonalDlm SmoothSecondOrderDlm

outerSumModel

Dlm

outerSumParameters

Dlm