nimbleSMC
Sequential Monte Carlo Methods for 'nimble'
v0.11.1
·
Jun 14, 2024
·
BSD_3_clause + file LICENSE | GPL (>= 2)
Description
Includes five particle filtering algorithms for use with state space models in the 'nimble' system: 'Auxiliary', 'Bootstrap', 'Ensemble Kalman filter', 'Iterated Filtering 2', and 'Liu-West', as described in Michaud et al. (2021), <doi:10.18637/jss.v100.i03>. A full User Manual is available at <https://r-nimble.org>.
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| Flavor | Status |
|---|---|
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| r-devel-linux-x86_64-debian-gcc | OK |
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| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
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| r-patched-linux-x86_64 | OK |
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| r-release-windows-x86_64 | OK |