nimbleSMC

R package nimbleSMC: Sequential Monte Carlo Methods for ’nimble’. 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), <doi:10.18637/jss.v100.i03>. A full User Manual is available at <https://r-nimble.org>.

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References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Michaud, N., de Valpine, P., Turek, D., Paciorek, C. J., Nguyen, D.: Sequential Monte Carlo Methods in the nimble and nimbleSMC R Packages (2021) not zbMATH