Package: nimbleSMC 0.11.1

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>.

Authors:Nick Michaud [aut], Perry de Valpine [aut], Christopher Paciorek [aut, cre], Daniel Turek [aut], Benjamin R. Goldstein [ctb], Dao Nguyen [ctb], The Regents of the University of California [cph]

nimbleSMC_0.11.1.tar.gz
nimbleSMC_0.11.1.zip(r-4.5)nimbleSMC_0.11.1.zip(r-4.4)nimbleSMC_0.11.1.zip(r-4.3)
nimbleSMC_0.11.1.tgz(r-4.4-any)nimbleSMC_0.11.1.tgz(r-4.3-any)
nimbleSMC_0.11.1.tar.gz(r-4.5-noble)nimbleSMC_0.11.1.tar.gz(r-4.4-noble)
nimbleSMC_0.11.1.tgz(r-4.4-emscripten)nimbleSMC_0.11.1.tgz(r-4.3-emscripten)
nimbleSMC.pdf |nimbleSMC.html✨
nimbleSMC/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/nimble-dev/nimblesmc/issues

On CRAN:

7 exports 0.23 score 16 dependencies 35 scripts 884 downloads

Last updated 3 months agofrom:91f2513e70. Checks:OK: 7. Indexed: yes.

Exports:buildAuxiliaryFilterbuildBootstrapFilterbuildEnsembleKFbuildIteratedFilter2buildLiuWestFiltersampler_RW_PFsampler_RW_PF_block

Dependencies:clicodacpp11glueigraphlatticelifecyclemagrittrMatrixnimblenumDerivpkgconfigpracmaR6rlangvctrs