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bayesSSM  

Bayesian Methods for State Space Models
View on CRAN: Click here


Download and install bayesSSM package within the R console
Install from CRAN:
install.packages("bayesSSM")

Install from Github:
library("remotes")
install_github("cran/bayesSSM")

Install by package version:
library("remotes")
install_version("bayesSSM", "0.4.7")



Attach the package and use:
library("bayesSSM")
Maintained by
Bjarke Hautop
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-04-23
Latest Update: 2025-04-23
Description:
Implements methods for Bayesian analysis of State Space Models. Includes implementations 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>.
How to cite:
Bjarke Hautop (2025). bayesSSM: Bayesian Methods for State Space Models. R package version 0.4.7, https://cran.r-project.org/web/packages/bayesSSM. Accessed 08 May. 2025.
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Complete documentation for bayesSSM
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