chuanwen/seqMC: Sequential Monte Carlo

Sequential Monte Carlo for nonlinear/non-Gaussian state-space models. Implementation is based on the Gordon, Salmond and Smith (1993) Novel approach to nonlinear or non-Gaussian Bayesian state estimation

Getting started

Package details

Maintainer
LicenseApache License, Version 2.0
Version0.0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("chuanwen/seqMC")
chuanwen/seqMC documentation built on May 4, 2019, 3:19 p.m.