as_bssm

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>ssm_mlg</code> and <code>ssm_mng</code> 
(such as prior and updating functions).

Converts <code>SSModel</code> object of <code>KFAS</code> package to 
<code>bssm</code> model.

Efficient methods for Bayesian inference of state space models
via particle Markov chain Monte Carlo (MCMC) and MCMC based on parallel
importance sampling type weighted estimators
(Vihola, Helske, and Franks, 2020, <arXiv:1609.02541>).
Gaussian, Poisson, binomial, negative binomial, and Gamma
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_bssm: Convert KFAS Model to bssm Model

Description

Usage

Arguments

Value