USCPI.csv	-	-	US CPI inflation data.
UC_EM.m	UC_EM.r	UC_EM.jl	Unobserved components model example.
SURform.m	SURform.r	SURform.jl	Support function for the time-varying parameter AR example.
TVPAR.m	TVPAR.r	TVPAR.jl	Time-varying parameter AR model example. Matlab uses Statistics Toolbox gamrnd.m instead of gamrand.m
SVRW.m	SVRW.r	SVRW.jl	Support function for the unobserved components model with stochastic volatility.
UCSV.m	UCSV.r	UCSV.jl	unobserved components model with stochastic volatility example. Uses SVRW.m and gamrand.m
gamrand.m	gamrand.r	gamrnd.jl	Gamma random variable generator

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