| eval_pred_dens | Evaluate the one-step ahead predictive density of a fitted TVP model |
| fitted.shrinkTVP | Calculate fitted historical values for an estimated TVP model |
| forecast_shrinkTVP | Draw from posterior predictive density of a fitted TVP model |
| LPDS | Calculate the Log Predictive Density Score for a fitted TVP model |
| plot.mcmc.tvp | Graphical summary of posterior distribution for a time-varying parameter |
| plot.shrinkTVP | Graphical summary of posterior distribution |
| plot.shrinkTVP_forc | Graphical summary of posterior predictive density |
| predict.shrinkTVP | Calculate predicted historical values for an estimated TVP model |
| print.shrinkTVP | Nicer printing of shrinkTVP objects |
| residuals.shrinkTVP | Calculate residuals for an estimated TVP model |
| shrinkTVP | Markov Chain Monte Carlo (MCMC) for time-varying parameter models with shrinkage |
| simTVP | Generate synthetic data from a time-varying parameter model |
| updateTVP | One step update version of 'shrinkTVP' with minimal overhead |