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), . A full User Manual is available at .


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  • Depends2 packages
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