nimbleSMC

Sequential Monte Carlo Methods for 'nimble'

CRAN Package

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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