bssm
Bayesian Inference of Non-Linear and Non-Gaussian State Space Models
Description
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.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (7 non-OK)
compiled code
File ‘bssm/libs/bssm.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
compiled code
File ‘bssm/libs/bssm.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
compiled code
File 'bssm/libs/x64/bssm.dll': Found non-API call to R: 'R_UnboundValue' Compiled code should not call non-API entry points in R. See 'Writing portable packages' in the 'Writing R Extensions' manual, and section 'Moving into C API compliance' for issues with the use of non-API entry points.
installed package size
installed size is 34.7Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 30.2Mb
installed package size
installed size is 35.1Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 30.7Mb
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 3.2Mb
compiled code
File ‘bssm/libs/bssm.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 34.7Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 30.2Mb
installed package size
installed size is 35.1Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 30.7Mb
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 3.2Mb