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Kalman Filter and Smoother for Exponential Family State Space Models

Robust Adaptive Metropolis Algorithm

Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

Diagnostic Plot and Multivariate Summary Statistics of Weighted Samples from Importance Sampling

Mixture Hidden Markov Models for Social Sequence Data and Other Multivariate, Multichannel Categorical Time Series

Ensemble Empirical Mode Decomposition (EEMD) and Its Complete Variant (CEEMDAN)

Bayesian Generalized Linear Models with Time-Varying Coefficients

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Improved Prediction Intervals for ARIMA Processes and Structural Time Series

Continuous Confidence Interval Plots using t-Distribution