nimbleSMC
swMATH40859CRANnimbleSMCMaRDI QIDQ1354484
Sequential Monte Carlo Methods for 'nimble'
Nick Michaud, Perry de Valpine, Christopher Paciorek, Daniel Turek
Last update: 10 September 2023
Software version identifier: 0.10.1, 0.10.0, 0.11.0
Source code repository: https://github.com/cran/nimbleSMC
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0, 3-clause BSD License, File License
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>.
