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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', as described in Michaud et al. (2021), <doi:10.18637/jss.v100.i03>. A full User Manual is available at <https://r-nimble.org>.
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Package details |
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| Author | Nick 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] |
| Maintainer | Christopher Paciorek <paciorek@stat.berkeley.edu> |
| License | BSD_3_clause + file LICENSE | GPL (>= 2) |
| Version | 0.11.0 |
| URL | https://r-nimble.org https://github.com/nimble-dev/nimbleSMC |
| Package repository | View on CRAN |
| Installation |
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