Non-Gaussian State-Space with Exact Marginal Likelihood

Documentation for package ‘NGSSEML’ version 1.0

FilteringF	Filtering and One-Step-Ahead Distributions of the Latent States
gridfunction	A grid of points for obtaining the static parameters of the non-Gaussian state space models with exact marginal likelihood
GridP	Grid function for the PEM
gte_data	Daily failure times of 125 telecommunication systems installed by the GTE
LikeF	Marginal Likelihood Function
LikeF2	Auxiliar Marginal Likelihood Function
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
NumFail	Number of failures in each interval
PlotF	Plot Function
Prediction	The h-step-ahead forecast for the observations
PriorF	Prior Function
ProdXtChi	ProdXtChi
Rt	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
TTime	Total Failure Time
Yt	The Polio Data