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| 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 |
| 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 |
| Yt | The Polio Data |