bssm
2.0.3Bayesian Inference of Non-Linear and Non-Gaussian State Space Models
Overview
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
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE r-devel-linux-x86_64-fedora-clang
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- NOTE r-devel-windows-x86_64
- NOTE2026-07-1611 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-06-0812 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-0213 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2211 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 2 earlier snapshots
- ERROR2026-04-1810 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1011 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 83%
- Documented parameters
- 87%
- Return-value docs
- 94%
- References docs
- 36%
Downloads
Repository
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Repository practices
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.
Dependencies
Code & Tests
Datasets
People & History
29 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 2.0.3Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 2.0.22023-10-27 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 2.0.12022-05-04 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 2.0.02021-11-26 · diff ↗
- 1.1.7-12021-09-21 · diff ↗
- 1.1.72021-09-20 · diff ↗
- 1.1.62021-09-06 · diff ↗
- 1.1.52021-07-10 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.1.42021-04-13 · diff ↗
- 1.1.3-22021-02-26 · diff ↗
Show 25 earlier events
- 1.1.3-12021-02-22 · diff ↗
- 1.1.22021-02-08 · diff ↗
- 1.1.02021-01-20 · diff ↗
- 1.0.1-12020-11-12 · diff ↗
- 1.0.02020-06-09 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.1.112020-02-26 · diff ↗
- 0.1.102020-02-04 · diff ↗
- 0.1.92020-01-28 · diff ↗
- 0.1.8-12020-01-07 · diff ↗
- 0.1.82019-09-25 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.1.72019-04-09 · diff ↗
- 0.1.6-12018-11-22 · diff ↗
- 0.1.52018-05-23 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.1.42018-02-04 · diff ↗
- unarchivedReturned to CRAN2018-02-04
- archivedRemoved from CRAN2018-02-04policy violation Created and left being directories (like 'RtmpVG04zS109') under '/tmp'
- 0.1.32018-01-25 · diff ↗
- 0.1.22017-11-22 · diff ↗
- 0.1.1-12017-07-12 · diff ↗
- 0.1.12017-06-27 · diff ↗
- 0.1.02017-06-25
- RR 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
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