Non-Gaussian State-Space with Exact Marginal Likelihood

Documentation for package ‘NGSSEML’ version 2.2

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
Polio_data	The Polio Data
Return_data	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