Data

model

Dglm

model

Dlm

model

DlmModel

examples

d

InverseWishart Wishart

data

CorrelatedData GibbsInvestParameters PoissonData SeasonalData SimulatedData SimulatedSecondOrderData StudenttData

dglm

Metropolis

diff

GibbsSampling

dinvGammaStep

GibbsSampling

dlm

root StudenttDglm Metropolis MetropolisHastings

dlm2dglm

model

dof

ScaledStudentsT

draw

InverseGamma InverseWishart MultivariateGaussianSvd ScaledStudentsT Wishart

drawBartlett

Wishart

drawNaive

Wishart