FilterCorrelatedDlm

examples

FilterDlm

examples

FilterSeasonalDlm

examples

FilterSecondOrderDlm

examples

FirstOrderDlm

examples

FirstOrderLinearTrendDlm

examples

ForecastSeasonal

examples

f

Model Model

ffbs

Smoothing

filter

ParticleGibbsAncestorFo ParticleGibbsFo KalmanFilter ParticleFilter ParticleGibbs ParticleGibbsAncestor

filterAll

ParticleGibbsAncestor

filterStep

ParticleFilter

filtered

FilterCorrelatedDlm FilterDlm FilterSeasonalDlm FilterSecondOrderDlm ForecastSeasonal SmoothDlm SmoothSeasonalDlm SmoothSecondOrderDlm

flattenObs

KalmanFilter

forecast

Dlm

forecastParticles

Dglm

forecasted

ForecastSeasonal

formatData

FirstOrderLinearTrendDlm SimulateCorrelated SimulateDlm SimulatePoissonDglm SimulateSeasonalDlm SimulateSecondOrderDlm SimulateStudentT

formatFiltered

FilterCorrelatedDlm FilterDlm FilterSeasonalDlm FilterSecondOrderDlm

formatParameters

GibbsCorrelated GibbsInvestParameters GibbsParameters GibbsSecondOrder PoissonDglmGibbs PoissonDglmGibbsAncestor SeasonalGibbsSampling SeasonalMetropolis StudentTGibbsTest StudentTPG StudentTpmmh SusteInvestment

formatSmoothed

SmoothDlm SmoothSeasonalDlm SmoothSecondOrderDlm

formatState

ParticleGibbsAncestorFo ParticleGibbsFo SampleStates