| eval_pred_dens | Evaluate the one step ahead predictive density of a fitted TVP model |
| LPDS | Calculate the Log Predictive Density Score for a fitted TVP model |
| plot.mcmc.tvp | Graphical summary of posterior distribution for a time-varying parameter |
| plot.shrinkTVP | Graphical summary of posterior distribution |
| print.shrinkTVP | Nicer printing of shrinkTVP objects |
| shrinkTVP | Markov Chain Monte Carlo (MCMC) for time-varying parameter models with shrinkage |
| simTVP | Generate synthetic data from a time-varying parameter model |