nimbleSMC (Q1354484)
From MaRDI portal
Sequential Monte Carlo Methods for 'nimble'
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | nimbleSMC |
Sequential Monte Carlo Methods for 'nimble' |
Statements
10 September 2023
0 references
Includes five particle filtering algorithms for use with state space models in the 'nimble' system: 'Auxiliary', 'Bootstrap', 'Ensemble Kalman filter', 'Iterated Filtering 2', and 'Liu-West', as described in Michaud et al. (2021), <doi:10.18637/jss.v100.i03>. A full User Manual is available at <https://r-nimble.org>.
0 references
expanded from: BSD_3_clause + file LICENSE | GPL (≥ 2) (English)
0 references
