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:
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
| # Install 'nimbleSMC' in R: |
| install.packages('nimbleSMC', repos = c('https://paciorek.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/nimble-dev/nimblesmc/issues
Last updated 5 months agofrom:91f2513e70. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 12 2024 |
| R-4.5-win | OK | Nov 12 2024 |
| R-4.5-linux | OK | Nov 12 2024 |
| R-4.4-win | OK | Nov 12 2024 |
| R-4.4-mac | OK | Nov 12 2024 |
| R-4.3-win | OK | Nov 12 2024 |
| R-4.3-mac | OK | Nov 12 2024 |
Exports:buildAuxiliaryFilterbuildBootstrapFilterbuildEnsembleKFbuildIteratedFilter2buildLiuWestFiltersampler_RW_PFsampler_RW_PF_block
Dependencies:clicodacpp11glueigraphlatticelifecyclemagrittrMatrixnimblenumDerivpkgconfigpracmaR6rlangvctrs
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Create an auxiliary particle filter algorithm to estimate log-likelihood. | buildAuxiliaryFilter |
| Create a bootstrap particle filter algorithm to estimate log-likelihood. | buildBootstrapFilter |
| Create an Ensemble Kalman filter algorithm to sample from latent states. | buildEnsembleKF |
| Create an IF2 algorithm. | buildIteratedFilter2 |
| Create a Liu and West particle filter algorithm. | buildLiuWestFilter |
| Particle Filtering MCMC Sampling Algorithms | RW_PF RW_PF_block sampler samplers sampler_RW_PF sampler_RW_PF_block SMCsamplers |
