as_gssm

as_ngssm

Object of class <code>SSModel</code>.

model

For <code>SSModel</code> object, a prior variance for initial state
used to replace exact diffuse elements of the original model.

kappa

Additional arguments to <code>gssm</code> and <code>ngssm</code>.

For non-Gaussian model, prior for parameter phi.

phi_prior

Converts <code>SSModel</code> object of <code>KFAS</code> package to 
<code>gssm</code> or <code>ngssm</code> object.

Efficient methods for Bayesian inference of state space models
via particle Markov chain Monte Carlo and parallel importance sampling type weighted
Markov chain Monte Carlo (Vihola, Helske, and Franks, 2017, <arXiv:1609.02541>).
Gaussian, Poisson, binomial, or negative binomial
observation densities and basic stochastic volatility models with Gaussian state
dynamics, as well as general non-linear Gaussian models and discretised diffusion models
are supported.

as_gssm: Convert SSModel Object to gssm or ngssm Object

Description

Usage

Arguments

Value