FilteringF              Filtering and One-Step-Ahead Distributions of
                        the Latent States
GridP                   Grid function for the PEM
LikeF                   Marginal Likelihood Function
LikeF2                  Auxiliar Marginal Likelihood Function
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
TTime                   Total Failure Time
Yt                      The Polio Data
gridfunction            A grid of points for obtaining the static
                        parameters of the non-Gaussian state space
                        models with exact marginal likelihood
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
sys1_data               The times between successive computer software
                        failures of the SYS1
