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", "2.0.2")



Attach the package and use:
library("bssm")
Maintained by
Jouni Helske
[Scholar Profile | Author Map]
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 2.0.2, https://cran.r-project.org/web/packages/bssm. Accessed 03 May. 2025.
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)
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
04/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/01Downloads for bssm102030405060708090TrendBars

Today's Hot Picks in Authors and Packages

cleanNLP  
A Tidy Data Model for Natural Language Processing
Provides a set of fast tools for converting a textual corpus into a set of normalized tables. Users ...
Download / Learn more Package Citations See dependency  
ENMTools  
Analysis of Niche Evolution using Niche and Distribution Models
Constructing niche models and analyzing patterns of niche evolution. Acts as an interface for many ...
Download / Learn more Package Citations See dependency  
scModels  
Fitting Discrete Distribution Models to Count Data
Provides functions for fitting discrete distribution models to count data. Included are the Poisson ...
Download / Learn more Package Citations See dependency  
noisyCE2  
Cross-Entropy Optimisation of Noisy Functions
Cross-Entropy optimisation of unconstrained deterministic and noisy functions illustrated in Rubins ...
Download / Learn more Package Citations See dependency  
sift  
Intelligently Peruse Data
Facilitate extraction of key information from common datasets. ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

24,187

R Packages

207,311

Dependencies

65,312

Author Associations

24,143

Publication Badges

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