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bssm

2.0.3

Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

1packages depend
34.7Kdownloads / year
test coverage
8/13checks pass

Overview

About
Maintained by Jouni HelskeFirst published 2017-06-2529 releasesCRAN page ↗GitHub ↗

Efficient methods for Bayesian inference of state space models via Markov chain Monte Carlo (MCMC) based on parallel importance sampling type weighted estimators (Vihola, Helske, and Franks, 2020, doi:10.1111/sjos.12492), particle MCMC, and its delayed acceptance version. Gaussian, Poisson, binomial, negative binomial, and Gamma observation densities and basic stochastic volatility models with linear-Gaussian state dynamics, as well as general non-linear Gaussian models and discretised diffusion models are supported. See Helske and Vihola (2021, doi:10.32614/RJ-2021-103) for details.

Install

Health

CRAN checks
5NOTE8OK
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-clang
  • NOTE r-devel-linux-x86_64-debian-gcc
  • NOTE r-devel-linux-x86_64-fedora-clang
  • NOTE r-devel-linux-x86_64-fedora-gcc
  • NOTE r-devel-windows-x86_64
Slowest check: 21.5 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.28
not tracked
Coverage
100%
Documentation · exports
9
Dependencies · direct
Check history
  • NOTE2026-07-16
    11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-06-09
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-06-08
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-05-02
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-04-22
    11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 2 earlier snapshots
  • ERROR2026-04-18
    10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • NOTE2026-03-10
    11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 540 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 33% structuredCode of conductNoContributing guideNo
Examples that run
83%
Documented parameters
87%
Return-value docs
94%
References docs
36%

Downloads

34.7K
CRAN downloads in the past year
Rank #2,329 · ~95/day · ~2.9K/mo
Daily download trend is not available in this view yet.
2.3K30 days
8.4K90 days
34.7K1 year
Compare downloads with other packages →
Also on552 r2u38 autocran106 c2d4u

Repository

Repository
49Stars
14Forks
1Open issues
0Open PRs
7Releases
889Commits
10Contributors
bayesian-inferencemarkov-chain-monte-carloparticle-filtertime-seriesstate-spacercpp
889 commits · Last activity 2026-05-13 · 0% stars, 30d

Stars over time

2025-07-13 · 452026-07-07 · 49

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/helske/bssm on 2026-08-16.

Continuous integration (1)
GitHub Actions
Docs source (1)
README.Rmd
Research and citation (1)
codemeta.json
Coverage (1)
Codecov
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
22 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.1.0
Enhances (0)
none
Reverse dependencies
1direct
0indirect

Code & Tests

Datasets

People & History

People (2)
Maintainer (1)
Author, Maintainer
Authors (2)
Author, Maintainer
Package Timeline

29 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 2.0.3Latest
    2025-09-24 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 2.0.2
    2023-10-27 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 2.0.1
    2022-05-04 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 2.0.0
    2021-11-26 · diff ↗
  • 1.1.7-1
    2021-09-21 · diff ↗
  • 1.1.7
    2021-09-20 · diff ↗
  • 1.1.6
    2021-09-06 · diff ↗
  • 1.1.5
    2021-07-10 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 1.1.4
    2021-04-13 · diff ↗
  • 1.1.3-2
    2021-02-26 · diff ↗
Show 25 earlier events
  • 1.1.3-1
    2021-02-22 · diff ↗
  • 1.1.2
    2021-02-08 · diff ↗
  • 1.1.0
    2021-01-20 · diff ↗
  • 1.0.1-1
    2020-11-12 · diff ↗
  • 1.0.0
    2020-06-09 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 0.1.11
    2020-02-26 · diff ↗
  • 0.1.10
    2020-02-04 · diff ↗
  • 0.1.9
    2020-01-28 · diff ↗
  • 0.1.8-1
    2020-01-07 · diff ↗
  • 0.1.8
    2019-09-25 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 0.1.7
    2019-04-09 · diff ↗
  • 0.1.6-1
    2018-11-22 · diff ↗
  • 0.1.5
    2018-05-23 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 0.1.4
    2018-02-04 · diff ↗
  • unarchivedReturned to CRAN
    2018-02-04
  • archivedRemoved from CRAN
    2018-02-04
    policy violation Created and left being directories (like 'RtmpVG04zS109') under '/tmp'
  • 0.1.3
    2018-01-25 · diff ↗
  • 0.1.2
    2017-11-22 · diff ↗
  • 0.1.1-1
    2017-07-12 · diff ↗
  • 0.1.1
    2017-06-27 · diff ↗
  • 0.1.0
    2017-06-25
  • R
    R 3.4.0 released · 2017-04-21

Package metadata

First published
2017-06-25
Total releases
29 / 9 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 4.1.0
Bundled data
1.1 MB / 6 files
Download size
2.4 MB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("bssm")
Helske, J., & Vihola, M. (2025). bssm: Bayesian Inference of Non-Linear and Non-Gaussian State Space Models (Version 2.0.3) [Computer software]. https://doi.org/10.32614/CRAN.package.bssm

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for bssm version 2.0.3 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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