The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

bayesSSM 0.5.0

• The 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.
• Added support for time dependency in functions. You can now use t in transition_fn and likelihood_fn when passing them to particle_filter and pmmh. This allows for time-varying transition and likelihood functions.
• Fixed a bug in particle_filter in likelihood calculation causing it to be shifted by a constant.
• Improved robustness of pmmh when encountering very low log-likelihood values.
• Added scaling for the proposal covariance when using "logit" in pmmh.
• Improved documentation: updated package description, clarified text in the README and vignette, and added more unit tests.

bayesSSM 0.4.7

• Initial CRAN submission.

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.