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 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:23), 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

SelvarMix  
Regularization for Variable Selection in Model-Based Clustering and Discriminant Analysis
Performs a regularization approach to variable selection in themodel-based clustering and classifica ...
Download / Learn more Package Citations See dependency  
PCADSC  
Tools for Principal Component Analysis-Based Data Structure Comparisons
A suite of non-parametric, visual tools for assessing differences in data structures for two datase ...
Download / Learn more Package Citations See dependency  
RCytoGPS  
Using Cytogenetics Data in R
Defines classes and methods to process text-based cytogenetics using the CytoGPS web site, then imp ...
Download / Learn more Package Citations See dependency  
leafgl  
High-Performance 'WebGl' Rendering for Package 'leaflet'
Provides bindings to the 'Leaflet.glify' JavaScript library which extends the 'leaflet' JavaScript l ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
clinUtils  
General Utility Functions for Analysis of Clinical Data
Utility functions to facilitate the import, the reporting and analysis of clinical data. Example ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

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