bssm
Bayesian Inference of Non-Linear and Non-Gaussian State Space Models
Description
Efficient methods for Bayesian inference of state space models via Markov chain Monte Carlo (MCMC) based on parallel importance sampling type weighted estimators (Vihola, Helske, and Franks, 2020, <doi:10.1111/sjos.12492>), particle MCMC, and its delayed acceptance version. Gaussian, Poisson, binomial, negative binomial, and Gamma observation densities and basic stochastic volatility models with linear-Gaussian state dynamics, as well as general non-linear Gaussian models and discretised diffusion models are supported. See Helske and Vihola (2021, <doi:10.32614/RJ-2021-103>) for details.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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installed package size
installed size is 34.7Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 30.2Mb
installed package size
installed size is 35.1Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 30.7Mb
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 3.2Mb
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Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 34.7Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 30.2Mb
installed package size
installed size is 35.1Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 30.7Mb
installed package size
installed size is 7.7Mb
sub-directories of 1Mb or more:
data 1.1Mb
doc 2.8Mb
libs 3.2Mb