nimbleSMC: Sequential Monte Carlo Methods for 'nimble'

Includes five particle filtering algorithms for use with state space models in the 'nimble' system: 'Auxiliary', 'Bootstrap', 'Ensemble Kalman filter', 'Iterated Filtering 2', and 'Liu-West'. A full User Manual is available at <https://r-nimble.org>.

Getting started

Package details

AuthorNick Michaud [aut], Perry de Valpine [aut], Christopher Paciorek [aut, cre], Daniel Turek [aut], Benjamin R. Goldstein [ctb] (packaging contributions), Dao Nguyen [ctb] (contributions to the IF2 code), The Regents of the University of California [cph]
MaintainerChristopher Paciorek <paciorek@stat.berkeley.edu>
LicenseBSD_3_clause + file LICENSE | GPL (>= 2)
Version0.10.0
URL https://r-nimble.org https://github.com/nimble-dev/nimbleSMC
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nimbleSMC")

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nimbleSMC documentation built on Nov. 9, 2020, 5:07 p.m.