filter - Kalman filter
filter_like - Kalman filter log-likelihood
kalman - Kalman filter estimation
smoothing - Kalman smoother
tvp - Time varying parameters estimation
tvp_param1 - transformation of tvp parameters into kalman compatible ones
tvp_param1a - transformation of tvp parameters into kalman compatible ones
tvp_param1ad - transformation of tvp parameters into kalman compatible ones
tvp_param1d - transformation of tvp parameters into kalman compatible ones
tvp_param2 - transformation of tvp parameters into kalman compatible ones
tvp_param2a - transformation of tvp parameters into kalman compatible ones
tvp_param2ad - transformation of tvp parameters into kalman compatible ones