nimbleSMC (Q1354484): Difference between revisions
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Revision as of 17:03, 4 March 2024
Sequential Monte Carlo Methods for 'nimble'
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | nimbleSMC |
Sequential Monte Carlo Methods for 'nimble' |
Statements
10 September 2023
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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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expanded from: BSD_3_clause + file LICENSE | GPL (≥ 2) (English)
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