npfseir
Nested Particle Filter for Stochastic SEIR Epidemic Models
Implements the online Bayesian inference framework for joint state and parameter estimation in a stochastic Susceptible-Exposed-Infectious-Recovered (SEIR) epidemic model with a time-varying transmission rate. The log-transmission rate is modelled as a latent Ornstein-Uhlenbeck (OU) process with exact Gaussian discrete-time transitions. Inference is performed via the nested particle filter (NPF) of Crisan and Miguez (2018) <doi:10.3150/17-BEJ954>, which maintains an outer particle layer over the OU hyperparameters and, for each outer particle, an inner bootstrap filter over epidemic states. The Cori-style renewal-equation estimator follows Cori et al. (2013) <doi:10.1093/aje/kwt133>. The package also provides utilities for simulation, posterior summarisation, and forecasting.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.1 |
rolling linux/jammy R-4.5 | npfseir_0.2.1.tar.gz |
174.3 KiB |
0.2.1 |
rolling linux/noble R-4.5 | npfseir_0.2.1.tar.gz |
174.2 KiB |
0.2.1 |
rolling source/ R- | npfseir_0.2.1.tar.gz |
123.1 KiB |
0.2.1 |
latest linux/jammy R-4.5 | npfseir_0.2.1.tar.gz |
174.3 KiB |
0.2.1 |
latest linux/noble R-4.5 | npfseir_0.2.1.tar.gz |
174.2 KiB |
0.2.1 |
latest source/ R- | npfseir_0.2.1.tar.gz |
123.1 KiB |
0.2.1 |
2026-04-26 source/ R- | npfseir_0.2.1.tar.gz |
123.1 KiB |
0.2.1 |
2026-04-23 source/ R- | npfseir_0.2.1.tar.gz |
0 B |