| FilteringF |
Filtering and One-Step-Ahead Distributions of the Latent States |
| gte_data |
Daily failure times of 125 telecommunication systems installed by the GTE |
| ngssm.bayes |
Bayesian estimation of the non-Gaussian state space models with exact marginal likelihood |
| ngssm.mle |
Maximum likelihood estimation of the non-Gaussian state space models with exact marginal likelihood |
| PlotF |
Plot Function |
| Polio_data |
The Polio Data |
| Return_data |
Returns of the asset PETR3 (Petrobras company) in the Brazilian stock market |
| SmoothingF |
Smoothing Distribution (Procedure) of the Latent States |
| sys1_data |
The times between successive computer software failures of the SYS1 |
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