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.2012.06.004> and J. Dahlin and T. B. Schön (2019) <doi:10.18637/jss.v088.c02>.
Version: 0.6.1 Imports: MASS, stats, dplyr, future, future.apply, lifecycle, Rcpp LinkingTo: Rcpp Suggests: knitr, rmarkdown, testthat (≥ 3.0.0), ggplot2, tidyr, extraDistr, rlang, expm Published: 2025-06-23 DOI: 10.32614/CRAN.package.bayesSSM Author: Bjarke Hautop [aut, cre, cph] Maintainer: Bjarke Hautop <bjarke.hautop at gmail.com> BugReports: https://github.com/BjarkeHautop/bayesSSM/issues License: MIT + file LICENSE URL: https://github.com/BjarkeHautop/bayesSSM, https://bjarkehautop.github.io/bayesSSM/ NeedsCompilation: yes Materials: README NEWS In views: TimeSeries CRAN checks: bayesSSM results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=bayesSSM to link to this page.
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