Parameters

Dlm

ParametersAr

examples

ParticleFilter

model

ParticleGibbs

model

ParticleGibbsAncestor

model

PoissonData

examples

PoissonDglm

examples

PoissonDglmGibbs

examples

p

ArDlm CorrelatedModel DlmModel FirstOrderDlm FirstOrderLinearTrendDlm SeasonalModel State State

parameters

State

params

ForecastSeasonal PoissonDglm StudenttDglm

pmmh

MetropolisHastings

poisson

Dglm

polynomial

Dlm

prior

ParametersAr StudentTpmmh

priorPhi

ParametersAr

priorV

GibbsInvestParameters GibbsParameters GibbsSecondOrder ParametersAr SusteInvestment

priorW

GibbsInvestParameters GibbsParameters GibbsSecondOrder ParametersAr PoissonDglmGibbs SusteInvestment

proposeDiagonalMatrix

Metropolis

proposeDouble

Metropolis

proposeVector

Metropolis

psi

InverseWishart