Bayesian Methods for State Space Models


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Documentation for package ‘bayesSSM’ version 0.6.1

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default_tune_control Create Tuning Control Parameters
ess Estimate effective sample size (ESS) of MCMC chains.
particle_filter Particle Filter
pmmh Particle Marginal Metropolis-Hastings (PMMH) for State-Space Models
print.pmmh_output Print method for PMMH output
rhat Compute split Rhat statistic
summary.pmmh_output Summary method for PMMH output