├── .gitignore ├── LICENSE.md ├── Makefile ├── README.md ├── StanStateSpace ├── .Rbuildignore ├── DESCRIPTION ├── LICENSE ├── NAMESPACE ├── R │ ├── aaa.R │ ├── capm.R │ ├── divisas.R │ ├── parparser.R │ ├── ssm.R │ └── utils.R ├── README.md ├── StanStateSpace.Rproj ├── data-raw │ ├── DK-data │ │ ├── Nile.dat │ │ ├── Seatbelt.dat │ │ ├── Van.dat │ │ ├── boat.dat │ │ ├── gas.dat │ │ ├── internet.dat │ │ ├── motorcycle.dat │ │ └── sv.dat │ ├── OxCodeIntroStateSpaceBook │ │ ├── Chapter_7 │ │ │ └── UKinflation.txt │ │ └── Chapter_8 │ │ │ └── NorwayFinland.txt │ ├── README.md │ ├── build.R │ ├── download-CK-data.R │ └── hmm-with-r │ │ ├── 00_README.txt │ │ ├── births.txt │ │ ├── caterpillars.txt │ │ ├── dax4.txt │ │ ├── drosophilam.txt │ │ ├── drosophilaw.txt │ │ ├── earthquakes.txt │ │ ├── ftse.txt │ │ ├── geyser.txt │ │ ├── homicides.txt │ │ ├── lamb.txt │ │ ├── seizures.txt │ │ ├── soap.txt │ │ ├── thintrade.txt │ │ ├── topix.txt │ │ ├── wind1.txt │ │ └── wind2.txt ├── data │ ├── .gitkeep │ ├── capm.rda │ └── divisas.rda ├── inst │ └── stan │ │ ├── include │ │ └── ssm.stan │ │ └── models │ │ ├── local_level.stan │ │ ├── local_level_interven.stan │ │ ├── local_level_reg.stan │ │ ├── local_level_tvvar.stan │ │ ├── var_only.stan │ │ └── var_only_mv.stan ├── man │ ├── as.Date.ts.Rd │ ├── capm.Rd │ ├── create_parnames.Rd │ ├── divisas.Rd │ ├── expand_grid_dim.Rd │ ├── parse_parnames.Rd │ ├── ssm_extract.Rd │ ├── ssm_extract_summary.Rd │ ├── ssm_process_na.Rd │ ├── ssm_stan_include_path.Rd │ ├── stan_model_view_code.Rd │ ├── tidy_stan_summary.Rd │ ├── unit_lower_tri.Rd │ └── vector_to_symmat.Rd └── tests │ ├── testthat.R │ └── testthat │ ├── test_parparser.R │ ├── test_ssm.R │ ├── test_stan.R │ └── test_utils.R ├── bin ├── checktests.py ├── stanclean.py └── standoc.py ├── doc ├── .Rprofile ├── _book │ ├── estimation.md │ ├── example-Nile.md │ ├── examples.md │ ├── filtering.md │ ├── index.md │ ├── software.md │ ├── ssmodels.md │ └── stanfunctions.md ├── _bookdown.yml ├── _common.R ├── _output.yml ├── _render.R ├── _serve.R ├── after_body.html ├── after_body.tex ├── before_body.html ├── before_body.tex ├── estimation.Rmd ├── estimation.md ├── example-AirPassengers.Rmd ├── example-AustralianElectionPolling.Rmd ├── example-Nile.Rmd ├── example-Nile.md ├── example-Seatbelts.Rmd ├── example-UKgas.Rmd ├── example-capm.Rmd ├── examples.Rmd ├── examples.md ├── filtering.Rmd ├── filtering.md ├── in_header.html ├── in_header.tex ├── index.Rmd ├── index.md ├── models.Rmd ├── packages.bib ├── references.Rmd ├── software.Rmd ├── ssmodels-in-stan.Rmd ├── ssmodels-in-stan.Rproj ├── ssmodels-in-stan.bib ├── ssmodels-in-stan.md ├── ssmodels-in-stan.pdf ├── ssmodels-in-stan.tex ├── ssmodels.Rmd ├── ssmodels.md ├── stan │ ├── capm.stan │ └── polling.stan ├── stanfunctions.Rmd ├── style.css └── toc.css ├── lib └── .gitkeep ├── stan └── ssm.stan └── tests ├── Makefile ├── helper_all.R ├── src ├── test-stationary_cov.stan ├── test_acf_to_pacf.stan ├── test_cholesky_decompose2.stan ├── test_constrain_stationary.stan ├── test_fill_matrix.stan ├── test_fill_vector.stan ├── test_find_symmat_dim.stan ├── test_int_sum_false.stan ├── test_int_sum_true.stan ├── test_kronecker_prod.stan ├── test_mask_indexes.stan ├── test_matrix_diff.stan ├── test_matrix_pow.stan ├── test_multi_normal2_rng.stan ├── test_multi_normal_cholesky2_rng.stan ├── test_normal2_rng.stan ├── test_pacf_to_acf.stan ├── test_rep_diagonal_matrix.stan ├── test_rep_lower_triangular_matrix.stan ├── test_rep_upper_triangular_matrix.stan ├── test_select_indexes.stan ├── test_ssm.stan ├── test_ssm_constant_lpdf.stan ├── test_ssm_filter.stan ├── test_ssm_filter_get.stan ├── test_ssm_filter_update_P ├── test_ssm_loglik_constant.stan ├── test_ssm_lpdf.stan ├── test_ssm_sim_get.stan ├── test_ssm_update_F.stan ├── test_ssm_update_Finv.stan ├── test_ssm_update_Finv_miss.stan ├── test_ssm_update_K.stan ├── test_ssm_update_L.stan ├── test_ssm_update_P.stan ├── test_ssm_update_a.stan ├── 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