Other packages > Find by keyword >

bssm  

Bayesian Inference of Non-Linear and Non-Gaussian State Space Models
View on CRAN: Click here


Download and install bssm package within the R console
Install from CRAN:
install.packages("bssm")

Install from Github:
library("remotes")
install_github("cran/bssm")

Install by package version:
library("remotes")
install_version("bssm", "2.0.3")



Attach the package and use:
library("bssm")
Maintained by
Jouni Helske
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-06-25
Latest Update: 2023-10-27
Description:
Efficient methods for Bayesian inference of state space models via Markov chain Monte Carlo (MCMC) based on parallel importance sampling type weighted estimators (Vihola, Helske, and Franks, 2020, ), particle MCMC, and its delayed acceptance version. Gaussian, Poisson, binomial, negative binomial, and Gamma observation densities and basic stochastic volatility models with linear-Gaussian state dynamics, as well as general non-linear Gaussian models and discretised diffusion models are supported. See Helske and Vihola (2021, ) for details.
How to cite:
Jouni Helske (2017). bssm: Bayesian Inference of Non-Linear and Non-Gaussian State Space Models. R package version 2.0.3, https://cran.r-project.org/web/packages/bssm. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1.0 (2017-06-25 09:14), 0.1.1-1 (2017-07-12 16:39), 0.1.1 (2017-06-27 23:16), 0.1.2 (2017-11-22 18:03), 0.1.3 (2018-01-25 14:07), 0.1.4 (2018-02-04 16:30), 0.1.5 (2018-05-23 16:54), 0.1.6-1 (2018-11-22 14:50), 0.1.7 (2019-04-09 23:36), 0.1.8-1 (2020-01-07 09:50), 0.1.8 (2019-09-25 15:50), 0.1.9 (2020-01-28 10:10), 0.1.10 (2020-02-04 09:40), 0.1.11 (2020-02-26 16:40), 1.0.0 (2020-06-09 17:20), 1.0.1-1 (2020-11-12 22:40), 1.1.0 (2021-01-20 12:20), 1.1.2 (2021-02-08 17:00), 1.1.3-1 (2021-02-22 15:10), 1.1.3-2 (2021-02-26 22:40), 1.1.4 (2021-04-13 18:30), 1.1.5 (2021-07-10 10:50), 1.1.6 (2021-09-06 08:40), 1.1.7-1 (2021-09-21 15:10), 1.1.7 (2021-09-20 08:50), 2.0.0 (2021-11-26 16:00), 2.0.1 (2022-05-04 01:00), 2.0.2 (2023-10-27 14:00)
Other packages that cited bssm R package
View bssm citation profile
Other R packages that bssm depends, imports, suggests or enhances
Complete documentation for bssm
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA