Multivariate State Space Models

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Documentation for package ‘mssm’ version 0.1.6

• DESCRIPTION file.
• Package NEWS.

Help Pages

mssm-package	Multivariate State Space Models
get_ess	Effective Sample Sizes of a mssm Object
logLik.mssm	Approximate Log-likelihood for a mssm Object
logLik.mssmLaplace	Approximate Log-likelihood for a mssm Object
mssm	Get Multivariate State Space Model Functions
mssm-Laplace	Parameter Estimation with Laplace Approximation for Multivariate State Space Model
mssm-pf	Particle Filter Function for Multivariate State Space Model
mssm-smoother	Computes Smoothed Particle Weights for Multivariate State Space Model
mssm_control	Auxiliary for Controlling Multivariate State Space Model Fitting
plot.mssm	Plot Predicted State Variables for mssm Object.
plot.mssmEss	Plot Effective Sample Sizes