Package: bayesSSM 0.7.1.9000
bayesSSM: Bayesian Methods for State Space Models
Implements methods for Bayesian analysis of State Space Models. Includes implementations of 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>.
Authors:
bayesSSM_0.7.1.9000.tar.gz
bayesSSM_0.7.1.9000.zip(r-4.7-x86_64)bayesSSM_0.7.1.9000.zip(r-4.7-arm64)bayesSSM_0.7.1.9000.zip(r-4.6-x86_64)bayesSSM_0.7.1.9000.zip(r-4.6-arm64)bayesSSM_0.7.1.9000.zip(r-4.5-x86_64)
bayesSSM_0.7.1.9000.tgz(r-4.6-x86_64)bayesSSM_0.7.1.9000.tgz(r-4.6-arm64)bayesSSM_0.7.1.9000.tgz(r-4.5-x86_64)bayesSSM_0.7.1.9000.tgz(r-4.5-arm64)
bayesSSM_0.7.1.9000.tar.gz(r-4.7-arm64)bayesSSM_0.7.1.9000.tar.gz(r-4.7-x86_64)bayesSSM_0.7.1.9000.tar.gz(r-4.6-arm64)bayesSSM_0.7.1.9000.tar.gz(r-4.6-x86_64)
bayesSSM_0.7.1.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
bayesSSM/json (API)
| # Install 'bayesSSM' in R: |
| install.packages('bayesSSM', repos = c('https://bjarkehautop.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/bjarkehautop/bayesssm/issues
Pkgdown/docs site:https://bjarkehautop.github.io
markov-chain-monte-carlomarkov-modelparticle-filtersequential-monte-carlostate-spacetime-seriescpp
Last updated from:40b765c400. Checks:15 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 133 | ||
| linux-devel-x86_64 | OK | 169 | ||
| source / vignettes | OK | 210 | ||
| linux-release-arm64 | OK | 127 | ||
| linux-release-x86_64 | OK | 163 | ||
| macos-release-arm64 | OK | 223 | ||
| macos-release-x86_64 | OK | 419 | ||
| macos-oldrel-arm64 | OK | 227 | ||
| macos-oldrel-x86_64 | OK | 307 | ||
| windows-devel-arm64 | OK | 394 | ||
| windows-devel-x86_64 | OK | 184 | ||
| windows-release-arm64 | OK | 361 | ||
| windows-release-x86_64 | OK | 149 | ||
| windows-oldrel-x86_64 | OK | 157 | ||
| wasm-release | OK | 97 |
Exports:auxiliary_filterbootstrap_filterdefault_tune_controlesspmmhresample_move_filterrhat
Dependencies:backportscheckmateclicodetoolsdigestdplyrfuturefuture.applygenericsglobalsgluelifecyclelistenvmagrittrMASSparallellypillarpkgconfigR6Rcpprlangtibbletidyselectutf8vctrswithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Auxiliary Particle Filter (APF) | auxiliary_filter |
| Bootstrap Particle Filter (BPF) | bootstrap_filter |
| Create Tuning Control Parameters | default_tune_control |
| Estimate effective sample size (ESS) of MCMC chains. | ess |
| Particle filter functions | particle_filter |
| Particle Marginal Metropolis-Hastings (PMMH) for State-Space Models | pmmh |
| Print method for PMMH output | print.pmmh_output |
| Resample-Move Particle Filter (RMPF) | resample_move_filter |
| Compute split Rhat statistic | rhat |
| Summary method for PMMH output | summary.pmmh_output |