bayesSSM

0.7.1

Bayesian Methods for State Space Models

0packages depend

3.4Kdownloads / year

95.6%test coverage

12/13checks pass

Overview

About

Maintained by Bjarke HautopFirst published 2025-04-235 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("bayesSSM", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("BjarkeHautop/bayesSSM")

Development version from BjarkeHautop/bayesSSM. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-bayesssm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-bayesSSM

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-bayesSSM

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 4.3 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.90

95.6%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 1 earlier snapshots

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 663 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 32%

Downloads

3.4K

CRAN downloads in the past year

Rank #12,951 · ~9/day · ~280/mo

Releases R versions

Daily download trend is not available in this view yet.

21930 days

78590 days

3.4K1 year

Compare downloads with other packages →

Also on565 r2u8 autocran

Repository

GitHub ↗ bjarkehautop/bayesssm

6Stars

0Forks

0Open issues

0Open PRs

5Releases

254Commits

1Contributors

markov-chain-monte-carlomarkov-modelparticle-filterrr-packagesequential-monte-carlostate-spacetime-series

254 commits · Last activity 2025-12-16 · 0% stars, 30d

Stars over time

2025-06-25 · 42026-07-07 · 6

Repository practices

Upstream repositoryBeta

6 development-tooling and community-health practices detected across 6 families in the upstream repository

Checks run against github.com/bjarkehautop/bayesssm on 2026-08-02.

Continuous integration (1)

GitHub Actions

CRAN release process (1)

cran-comments.md

Docs source (1)

README.Rmd

Automation and maintenance (1)

pre-commit

Show all practices

Lint, format, editor (1)

RStudio project

Coverage (1)

Codecov

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (7)

MASSstatsdplyr future future.apply Rcpp checkmate

LinkingTo (1)

Rcpp

Suggests (8)

knitr rmarkdown testthat ggplot2 tidyr extraDistr rlang expm

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Bjarke Hautop

Author, Maintainer, Copyright holder

Authors (1)

Bjarke Hautop

Author, Maintainer, Copyright holder

Bjarke Hautop

Author, Maintainer, Copyright holder

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.7.1Latest
2025-12-06 · current release · diff ↗
0.7.0
2025-08-26 · diff ↗
0.6.1
2025-06-23 · diff ↗
0.5.0
2025-05-21 · diff ↗
0.4.7
2025-04-23
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-04-23
Total releases: 5 / 1 yrs
License: MIT + file LICENSE OSI
Download size: 174 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Report a problem with this page →