Multivariate State Space Models

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Documentation for package ‘mssm’ version 0.1.6

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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