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nimbleSMC  

Sequential Monte Carlo Methods for 'nimble'
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("nimbleSMC", "0.11.1")



Attach the package and use:
library("nimbleSMC")
Maintained by
Christopher Paciorek
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-11-09
Latest Update: 2024-06-14
Description:
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 .
How to cite:
Christopher Paciorek (2020). nimbleSMC: Sequential Monte Carlo Methods for 'nimble'. R package version 0.11.1, https://cran.r-project.org/web/packages/nimbleSMC. Accessed 05 Mar. 2026.
Previous versions and publish date:
0.10.0 (2020-11-09 10:10), 0.10.1 (2021-12-09 18:20), 0.11.0 (2023-09-11 01:20)
Other packages that cited nimbleSMC R package
View nimbleSMC citation profile
Other R packages that nimbleSMC depends, imports, suggests or enhances
Complete documentation for nimbleSMC
Functions, R codes and Examples using the nimbleSMC R package
Some associated functions: buildAuxiliaryFilter . buildBootstrapFilter . buildEnsembleKF . buildIteratedFilter2 . buildLiuWestFilter . samplers . 
Some associated R codes: AuxiliaryFilter.R . BootstrapFilter.R . EnKFilter.R . IF2Filter.R . LiuWestFilter.R . MCMCSamplers.R . resamplers.R . utils.R . zzz.R .  Full nimbleSMC package functions and examples
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