// (c) The BioChemical Library (BCL) was originally developed by contributing members of the Meiler Lab @ Vanderbilt University. // (c) // (c) The BCL is now made available as an open-source software ...

%This function gets called every time the likelihood is evaluated. %Try to keep this funciton as efficient as possible because it gets %called thousands of times.

In this example, the log likelihood function of the SSM is computed using prediction error decomposition. The annual real GNP series, y t, can be decomposed as where ...