# Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

## Documentation for package ‘bssm’ version 0.1.11

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

bssm-package | Bayesian Inference of State Space Models
ar1 | Univariate Gaussian model with AR(1) latent process
as_gssm | Convert SSModel Object to gssm or ngssm Object
as_ngssm | Convert SSModel Object to gssm or ngssm Object
autoplot.predict_bssm | Plot predictions based on bssm package
bootstrap_filter | Bootstrap Filtering
bootstrap_filter.bsm | Bootstrap Filtering
bootstrap_filter.gssm | Bootstrap Filtering
bootstrap_filter.ngssm | Bootstrap Filtering
bootstrap_filter.ng_ar1 | Bootstrap Filtering
bootstrap_filter.ng_bsm | Bootstrap Filtering
bootstrap_filter.nlg_ssm | Bootstrap Filtering
bootstrap_filter.sde_ssm | Bootstrap Filtering
bootstrap_filter.svm | Bootstrap Filtering
bsm | Basic Structural (Time Series) Model
bssm | Bayesian Inference of State Space Models
drownings | Deaths by drowning in Finland in 1969-2014
ekf | (Iterated) Extended Kalman Filtering
ekf_smoother | Extended Kalman Smoothing
ekpf_filter | Extended Kalman Particle Filtering
ekpf_filter.nlg_ssm | Extended Kalman Particle Filtering
exchange | Pound/Dollar daily exchange rates
expand_sample | Expand the Jump Chain representation
fast_smoother | Kalman Smoothing
gaussian_approx | Gaussian approximation of non-Gaussian state space model
gaussian_approx.ng_bsm | Gaussian approximation of non-Gaussian state space model
gssm | General univariate linear-Gaussian state space models
halfnormal | Prior objects for bssm models
importance_sample | Importance Sampling from non-Gaussian State Space Model
importance_sample.ngssm | Importance Sampling from non-Gaussian State Space Model
importance_sample.ng_bsm | Importance Sampling from non-Gaussian State Space Model
importance_sample.svm | Importance Sampling from non-Gaussian State Space Model
importance_sample.ung_ar1 | Importance Sampling from non-Gaussian State Space Model
kfilter | Kalman Filtering
lgg_ssm | General multivariate linear Gaussian state space models
logLik.gssm | Log-likelihood of the State Space Model
logLik.ngssm | Log-likelihood of the State Space Model
mv_gssm | General multivariate linear-Gaussian state space models
ngssm | General univariate non-Gaussian/non-linear state space models
ng_ar1 | Non-Gaussian model with AR(1) latent process
ng_bsm | Non-Gaussian Basic Structural (Time Series) Model
nlg_ssm | General multivariate nonlinear Gaussian state space models
normal | Prior objects for bssm models
particle_smoother | Particle Smoothing
particle_smoother.gssm | Particle Smoothing
particle_smoother.ngssm | Particle Smoothing
particle_smoother.nlg_ssm | Particle Smoothing
particle_smoother.sde_ssm | Particle Smoothing
poisson_series | Simulated Poisson time series data
predict.mcmc_output | Predictions for State Space Models
print.mcmc_output | Print Results from MCMC Run
run_mcmc | Bayesian Inference of State Space Models
run_mcmc.ar1 | Bayesian Inference of Linear-Gaussian State Space Models
run_mcmc.bsm | Bayesian Inference of Linear-Gaussian State Space Models
run_mcmc.gssm | Bayesian Inference of Linear-Gaussian State Space Models
run_mcmc.lgg_ssm | Bayesian Inference of Linear-Gaussian State Space Models
run_mcmc.ngssm | Bayesian inference of non-Gaussian or non-linear state space models using MCMC
run_mcmc.ng_ar1 | Bayesian inference of non-Gaussian or non-linear state space models using MCMC
run_mcmc.ng_bsm | Bayesian inference of non-Gaussian or non-linear state space models using MCMC
run_mcmc.nlg_ssm | Bayesian inference of non-Gaussian or non-linear state space models using MCMC
run_mcmc.sde_ssm | Bayesian inference of non-Gaussian or non-linear state space models using MCMC
run_mcmc.svm | Bayesian inference of non-Gaussian or non-linear state space models using MCMC
sde_ssm | Univariate state space model with continuous SDE dynamics
sim_smoother | Simulation Smoothing
sim_smoother.ar1 | Simulation Smoothing
sim_smoother.bsm | Simulation Smoothing
sim_smoother.gssm | Simulation Smoothing
sim_smoother.ngssm | Simulation Smoothing
sim_smoother.ng_ar1 | Simulation Smoothing
sim_smoother.ng_bsm | Simulation Smoothing
sim_smoother.svm | Simulation Smoothing
smoother | Kalman Smoothing
summary.mcmc_output | Summary of MCMC object
svm | Stochastic Volatility Model
ukf | Unscented Kalman Filtering
uniform | Prior objects for bssm models