bayesSSM
cranv0.7.1Bayesian Methods for State Space Models. Implements methods for Bayesian analysis of State Space Models. Includes implementations of the Particle Marginal Metropolis-Hastings algorithm described in Andrieu et al. (2010) <doi:10.1111/j.1467-9868.2009.00736.x> and automatic tuning inspired by Pitt et al. (2012) <doi:10.1016/j.jeconom.2012.06
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curl https://depscope.dev/api/check/cran/bayesSSMFirst published · 2025-12-11 11:41:09
Last updated · 2025-12-06T15:30:02+00:00