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bayesSSM
View on CRAN: Click
here
Download and install bayesSSM package within the R console
Install from CRAN:
install.packages("bayesSSM")
Install from Github:
library("remotes")
install_github("cran/bayesSSM") Install by package version:
library("remotes")
install_version("bayesSSM", "0.7.1") Attach the package and use:
library("bayesSSM")
Maintained by
Bjarke Hautop
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[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-04-23
Latest Update: 2025-06-23
Description:
Implements methods for Bayesian analysis of State Space Models. Includes implementations the Particle Marginal Metropolis-Hastings algorithm described in Andrieu et al. (2010) <doi:10.1111/j.1467-9868.2009.00736.x> and automatic tuning inspired by Pitt et al. (2012) <doi:10.1016/j.jeconom.2012.06.004> and J. Dahlin and T. B. Schön (2019) <doi:10.18637/jss.v088.c02>.
How to cite:
Bjarke Hautop (2025). bayesSSM: Bayesian Methods for State Space Models. R package version 0.7.1, https://cran.r-project.org/web/packages/bayesSSM. Accessed 25 Jun. 2026.
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