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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>.
| Version: | 0.11.1 |
| Depends: | R (≥ 3.1.2), nimble (≥ 1.0.0) |
| Imports: | methods |
| Suggests: | testthat |
| Published: | 2024-06-14 |
| DOI: | 10.32614/CRAN.package.nimbleSMC |
| Author: | Nick Michaud [aut], Perry de Valpine [aut], Christopher Paciorek [aut, cre], Daniel Turek [aut], Benjamin R. Goldstein [ctb] (packaging contributions), Dao Nguyen [ctb] (contributions to the IF2 code), The Regents of the University of California [cph] |
| Maintainer: | Christopher Paciorek <paciorek at stat.berkeley.edu> |
| License: | BSD_3_clause + file LICENSE | GPL-2 | GPL-3 [expanded from: BSD_3_clause + file LICENSE | GPL (≥ 2)] |
| Copyright: | See COPYRIGHTS file. nimbleSMC copyright details |
| URL: | https://r-nimble.org, https://github.com/nimble-dev/nimbleSMC |
| NeedsCompilation: | no |
| Citation: | nimbleSMC citation info |
| Materials: | NEWS |
| CRAN checks: | nimbleSMC results |
| Reference manual: | nimbleSMC.pdf |
| Package source: | nimbleSMC_0.11.1.tar.gz |
| Windows binaries: | r-devel: nimbleSMC_0.11.1.zip, r-release: nimbleSMC_0.11.1.zip, r-oldrel: nimbleSMC_0.11.1.zip |
| macOS binaries: | r-release (arm64): nimbleSMC_0.11.1.tgz, r-oldrel (arm64): nimbleSMC_0.11.1.tgz, r-release (x86_64): nimbleSMC_0.11.1.tgz, r-oldrel (x86_64): nimbleSMC_0.11.1.tgz |
| Old sources: | nimbleSMC archive |
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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.