Bayesian Methods for State Space Models

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Documentation for package ‘bayesSSM’ version 0.5.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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