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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 LICENSE |
| URL: | https://github.com/BjarkeHautop/bayesSSM, https://bjarkehautop.github.io/bayesSSM/ |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | bayesSSM results |
| Reference manual: | bayesSSM.pdf |
| Vignettes: |
bayesSSM (source, R code) |
| Package source: | bayesSSM_0.4.7.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): bayesSSM_0.4.7.tgz, r-oldrel (arm64): bayesSSM_0.4.7.tgz, r-release (x86_64): bayesSSM_0.4.7.tgz, r-oldrel (x86_64): bayesSSM_0.4.7.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.