FilteringF              Filtering and One-Step-Ahead Distributions of
                        the Latent States
PlotF                   Plot Function
Rt                      Returns of the asset PETR3 (Petrobras company)
                        in the Brazilian stock market
SmoothingF              Smoothing Distribution (Procedure) of the
                        Latent States
Yt                      The Polio Data
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
