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pmmh
: Setting a seed now
ensures consistent results regardless of the number of cores used.pmmh
slightly.particle_filter
to C++ for
improved performance.detailed-overview
which goes over
some theory, implementation details, and tips for using the package
effectively.particles
argument in init_fn
, which
is passed to particle_filter
and pmmh
, is
deprecated. Please use num_particles
instead. A warning will be issued if particles
is
used.t
in transition_fn
and
likelihood_fn
when passing them to
particle_filter
and pmmh
. This allows for
time-varying transition and likelihood functions.particle_filter
in likelihood
calculation causing it to be shifted by a constant.pmmh
when encountering very low
log-likelihood values."logit"
in pmmh
.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.