API Reference

Complete reference for all public classes and functions in dynaris.

Module	Description
SSM (Unified Interface)	Unified SSM class with automatic filter selection
DLM — High-Level Interface	High-level DLM class (fit, smooth, forecast, plot)
DLM Components	Six composable building blocks (LocalLevel, etc.)
Built-in Nonlinear Models	Built-in nonlinear models (stochastic vol, tracking, etc.)
Dynamic Factor Models	Dynamic Factor Models (DFMModel, loadings, rotation)
Core Types	StateSpaceModel, GaussianState, result containers
Filters	Kalman, EKF, UKF, and Particle filters
Switching & Regime Models	Markov-switching models, Hamilton filter, Kim smoother
RTS Smoother	Rauch-Tung-Striebel backward smoother
Parameter Estimation	MLE, EM, Bayesian, diagnostics, model selection
Forecasting	Multi-step forecasting and batch processing
Plotting	Visualization functions for all plot kinds
Datasets	Built-in dataset loaders