ar1_lg                  Univariate Gaussian model with AR(1) latent
                        process
ar1_ng                  Non-Gaussian model with AR(1) latent process
as.data.frame.mcmc_output
                        Convert MCMC Output to data.frame
as_bssm                 Convert KFAS Model to bssm Model
as_draws_df.mcmc_output
                        Convert 'run_mcmc' Output to 'draws_df' Format
asymptotic_var          Asymptotic Variance of IS-type Estimators
bootstrap_filter        Bootstrap Filtering
bsm_lg                  Basic Structural (Time Series) Model
bsm_ng                  Non-Gaussian Basic Structural (Time Series)
                        Model
bssm                    Bayesian Inference of State Space Models
check_diagnostics       Quick Diagnostics Checks for 'run_mcmc' Output
cpp_example_model       Example C++ Codes for Non-Linear and SDE Models
drownings               Deaths by drowning in Finland in 1969-2019
ekf                     (Iterated) Extended Kalman Filtering
ekf_smoother            Extended Kalman Smoothing
ekpf_filter             Extended Kalman Particle Filtering
estimate_ess            Effective Sample Size for IS-type Estimators
exchange                Pound/Dollar daily exchange rates
expand_sample           Expand the Jump Chain representation
fast_smoother           Kalman Smoothing
fitted.mcmc_output      Fitted for State Space Model
gaussian_approx         Gaussian Approximation of
                        Non-Gaussian/Non-linear State Space Model
iact                    Integrated Autocorrelation Time
importance_sample       Importance Sampling from non-Gaussian State
                        Space Model
kfilter                 Kalman Filtering
logLik.lineargaussian   Extract Log-likelihood of a State Space Model
                        of class 'bssm_model'
negbin_model            Estimated Negative Binomial Model of Helske and
                        Vihola (2021)
negbin_series           Simulated Negative Binomial Time Series Data
particle_smoother       Particle Smoothing
plot.mcmc_output        Trace and Density Plots for 'mcmc_output'
poisson_series          Simulated Poisson Time Series Data
post_correct            Run Post-correction for Approximate MCMC using
                        psi-APF
predict.mcmc_output     Predictions for State Space Models
print.mcmc_output       Print Results from MCMC Run
run_mcmc                Bayesian Inference of State Space Models
sim_smoother            Simulation Smoothing
ssm_mlg                 General multivariate linear Gaussian state
                        space models
ssm_mng                 General Non-Gaussian State Space Model
ssm_nlg                 General multivariate nonlinear Gaussian state
                        space models
ssm_sde                 Univariate state space model with continuous
                        SDE dynamics
ssm_ulg                 General univariate linear-Gaussian state space
                        models
ssm_ung                 General univariate non-Gaussian state space
                        model
suggest_N               Suggest Number of Particles for psi-APF
                        Post-correction
summary.mcmc_output     Summary Statistics of Posterior Samples
svm                     Stochastic Volatility Model
ukf                     Unscented Kalman Filtering
uniform_prior           Prior objects for bssm models
