User guide
==========

The pages follow the order of DK Part I: the model (ch. 3), its
initialization (ch. 5), filtering and smoothing (ch. 4-6), estimation
(ch. 7), and the models of ch. 3 and 8. Section numbers such as "DK §4.3"
refer to Durbin and Koopman (2012).

.. toctree::
   :maxdepth: 2

   model
   initialization
   filtering
   estimation
   structural
   custom_models
   simulation
   diagnostics
   performance