bayesSSM: Bayesian Methods for State Space Models (original) (raw)
Implements methods for Bayesian analysis of State Space Models. Includes implementations the Particle Marginal Metropolis-Hastings algorithm described in Andrieu et al. (2010) <doi:10.1111/j.1467-9868.2009.00736.x> and automatic tuning inspired by Pitt et al. (2012) <doi:10.1016/j.jeconom.2012.06.004> and J. Dahlin and T. B. Schön (2019) <doi:10.18637/jss.v088.c02>.
| Version: | 0.4.7 |
|---|---|
| Imports: | MASS, stats, dplyr, future, future.apply |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0), ggplot2, tidyr, extraDistr |
| Published: | 2025-04-23 |
| DOI: | 10.32614/CRAN.package.bayesSSM |
| Author: | Bjarke Hautop [aut, cre, cph] |
| Maintainer: | Bjarke Hautop <bjarke.hautop at gmail.com> |
| BugReports: | https://github.com/BjarkeHautop/bayesSSM/issues |
| License: | MIT + file |
| URL: | https://github.com/BjarkeHautop/bayesSSM,https://bjarkehautop.github.io/bayesSSM/ |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | bayesSSM results |
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