bridge                  Bridge Function to Obtain Normalising Constant
dcvts                   Posterior Density of Constant Variance,
                        Stochastic Volatility and Random Variance Shift
                        Time Series Model.
dmvnb                   Density Function for Multivariate Normal-Binary
                        Distribution for Use With RV-Shift Models
h.fit                   Fitted Volatility Series from Simulated
                        Parameters
q1q2l                   Calculate Posterior Model Density, q1(.),
                        Normalised Density, q2(.), and their Ratio,
                        l(.)
rescale                 Rescale Values to and from Whole Real Number
                        Line
theta.it                Convert Parameter Data Frame to List
tsbridge-package        Calculated normalising constants for Bayesian
                        time series models
tslogl                  Log-Likelihood of Time Series Model.
y.fit                   Fitted Time Series from Simulated Parameters
