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bayesSSM

Bayesian Methods for State Space Models

v0.7.1 · Dec 6, 2025 · MIT + file LICENSE

Description

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>.

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Dependency Network

Dependencies Reverse dependencies MASS dplyr future future.apply Rcpp checkmate bayesSSM

Version History

6 tracked
new 0.7.1 Mar 10, 2026
updated 0.7.1 ← 0.7.0 diff Dec 5, 2025
updated 0.7.0 ← 0.6.1 diff Aug 25, 2025
updated 0.6.1 ← 0.5.0 diff Jun 22, 2025
updated 0.5.0 ← 0.4.7 diff May 20, 2025
new 0.4.7 Apr 22, 2025