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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.7.1 |
2026-04-09 windows/windows R-4.5 | bayesSSM_0.7.1.zip |
632.9 KiB |