SampleStates

examples

SamplingState

Smoothing

ScaledStudentsT

model

SeasonalData

examples

SeasonalGibbsSampling

examples

SeasonalMetropolis

examples

SeasonalModel

examples

SimulateCorrelated

examples

SimulateDlm

examples

SimulatePoissonDglm

examples

SimulateSeasonalDlm

examples

SimulateSecondOrderDlm

examples

SimulateStudentT

examples

SimulatedData

examples

SimulatedSecondOrderData

examples

SmoothDlm

examples

SmoothSeasonalDlm

examples

SmoothSecondOrderDlm

examples

Smoothing

model

SmoothingState

Smoothing

State

StudentTPG GibbsSampling KalmanFilter Metropolis ParticleFilter ParticleGibbs

Streaming

model

StudentTGibbs

examples

StudentTPG

examples

StudentTState

GibbsSampling

StudentTpmmh

examples

StudenttData

examples

StudenttDglm

examples

SystemMatrix

model

s

State

sample

GibbsSampling GibbsWishart ParticleGibbsAncestor Smoothing SamplingState

sampleObservationMatrix

GibbsSampling

sampleScaleT

GibbsSampling

sampleState

ParticleGibbs

sampleStateT

GibbsSampling

sampleSystemMatrix

GibbsSampling GibbsWishart

sampleVariancesT

GibbsSampling

scale

InverseGamma ScaledStudentsT Wishart

seasonal

Dlm

seasonalG

Dlm

shape

InverseGamma

simStep

Dglm Dlm

sims

FirstOrderLinearTrendDlm SimulateCorrelated SimulateDlm SimulatePoissonDglm SimulateSeasonalDlm SimulateSecondOrderDlm SimulateStudentT

simulate

Dglm Dlm

simulateRegular

Dlm

simulateState

Dlm

simulateStateRegular

Dlm

smoothStep

Smoothing

smoothed

SmoothDlm SmoothSeasonalDlm SmoothSecondOrderDlm

state

State StudentTState State

states

State

stats

breeze

step

KalmanFilter Metropolis ParticleGibbs ParticleGibbsAncestor Smoothing

stepForecast

Dlm

studentT

Dglm GibbsSampling

studentTStep

GibbsSampling

symmetricProposal

Metropolis