NEWS.md

In bayesSSM: Bayesian Methods for State Space Models

bayesSSM 0.6.1

• Improved reproducibility of pmmh: Setting a seed now ensures consistent results regardless of the number of cores used.
• Improvement performance of pmmh slightly.
• Rewrote resampling step in particle_filter to C++ for improved performance.
• Added new article detailed-overview which goes over some theory, implementation details, and tips for using the package effectively.
• Improved the documentation of the package, including the README and articles, to provide clearer explanations and examples.

bayesSSM 0.5.0

• The particles argument in init_fn, which is passed to particle_filter and pmmh, is deprecated. Please use num_particles instead. A warning will be issued if particles is used.
• Added support for time dependency in functions. You can now use t in transition_fn and likelihood_fn when passing them to particle_filter and pmmh. This allows for time-varying transition and likelihood functions.
• Fixed a bug in particle_filter in likelihood calculation causing it to be shifted by a constant.
• Improved robustness of pmmh when encountering very low log-likelihood values.
• Added scaling for the proposal covariance when using "logit" in pmmh.
• Improved documentation: updated package description, clarified text in the README and vignette, and added more unit tests.

bayesSSM 0.4.7

• Initial CRAN submission.

bayesSSM documentation built on June 23, 2025, 5:08 p.m.