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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>.

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

Documentation:

Reference manual: nimbleSMC.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=nimbleSMC to link to this page.

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.