nimbleSMC: Sequential Monte Carlo Methods for 'nimble' (original) (raw)
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>.
| Version: | 0.11.1 | ||
|---|---|---|---|
| Depends: | R (≥ 3.1.2), nimble (≥ 1.0.0) | ||
| Imports: | methods | ||
| Suggests: | testthat | ||
| Published: | 2024-06-14 | ||
| DOI: | 10.32614/CRAN.package.nimbleSMC | ||
| 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 | ||
| License: | BSD_3_clause + file | GPL-2 | GPL-3 [expanded from: BSD_3_clause + file LICENSE | GPL (≥ 2)] |
| Copyright: | See COPYRIGHTS file. nimbleSMC copyright details | ||
| URL: | https://r-nimble.org, https://github.com/nimble-dev/nimbleSMC | ||
| NeedsCompilation: | no | ||
| Citation: | nimbleSMC citation info | ||
| Materials: | NEWS | ||
| CRAN checks: | nimbleSMC results |
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