SampleStates

examples

SamplingState

Smoothing

ScaledStudentsT

model

SeasonalData

examples

SeasonalGibbsSampling

examples

SeasonalModel

examples

SimulateArDlm

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

GibbsSampling KalmanFilter Metropolis ParticleFilter ParticleGibbs StudentT

Streaming

model

StudentT

model

StudentTGibbsTest

examples

StudentTpmmh

examples

StudenttData

examples

StudenttDglm

examples

SusteInvestment

examples

sample

GibbsSampling GibbsWishart ParticleGibbsAncestor Smoothing SamplingState StudentT

sampleObservationMatrix

GibbsSampling

samplePhi

GibbsSampling

sampleScaleT

StudentT

sampleState

ParticleGibbs StudentT

sampleSystemMatrix

GibbsSampling GibbsWishart StudentT

sampleVariances

StudentT

scale

InverseGamma ScaledStudentsT Wishart

seasonal

Dlm

seasonalG

Dlm

shape

InverseGamma

simStep

Dglm Dlm

sims

FirstOrderLinearTrendDlm SimulateArDlm SimulateCorrelated SimulateDlm SimulatePoissonDglm SimulateSeasonalDlm SimulateSecondOrderDlm SimulateStudentT

simulate

Dglm Dlm

simulateRegular

Dlm

simulateState

Dlm

simulateStateRegular

Dlm

smoothStep

Smoothing

smoothed

SmoothDlm SmoothSeasonalDlm SmoothSecondOrderDlm

state

State State State

states

State

stats

breeze

step

ParametersAr KalmanFilter Metropolis ParticleGibbs ParticleGibbsAncestor Smoothing StudentT

stepForecast

Dlm

stepState

StudentT

studentT

Dglm

symmetricProposal

Metropolis