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npfseir  

Nested Particle Filter for Stochastic SEIR Epidemic Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("npfseir", "0.2.1")



Attach the package and use:
library("npfseir")
Maintained by
Weinan Wang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-24
Latest Update: 2026-04-24
Description:
Implements the online Bayesian inference framework for joint state and parameter estimation in a stochastic Susceptible-Exposed-Infectious-Recovered (SEIR) epidemic model with a time-varying transmission rate. The log-transmission rate is modelled as a latent Ornstein-Uhlenbeck (OU) process with exact Gaussian discrete-time transitions. Inference is performed via the nested particle filter (NPF) of Crisan and Miguez (2018) <doi:10.3150/17-BEJ954>, which maintains an outer particle layer over the OU hyperparameters and, for each outer particle, an inner bootstrap filter over epidemic states. The Cori-style renewal-equation estimator follows Cori et al. (2013) <doi:10.1093/aje/kwt133>. The package also provides utilities for simulation, posterior summarisation, and forecasting.
How to cite:
Weinan Wang (2026). npfseir: Nested Particle Filter for Stochastic SEIR Epidemic Models. R package version 0.2.1, https://cran.r-project.org/web/packages/npfseir. Accessed 27 Oct. 2026.
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