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DESCRIPTION
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DESCRIPTION
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Package: bssm
Type: Package
Title: Bayesian Inference of Non-Linear and Non-Gaussian State Space
Models
Version: 2.0.2
Authors@R:
c(person(given = "Jouni",
family = "Helske",
role = c("aut", "cre"),
email = "jouni.helske@iki.fi",
comment = c(ORCID = "0000-0001-7130-793X")),
person(given = "Matti",
family = "Vihola",
role = "aut",
comment = c(ORCID = "0000-0002-8041-7222")))
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.
License: GPL (>= 2)
Depends: R (>= 4.1.0)
Suggests:
covr,
ggplot2 (>= 2.0.0),
KFAS (>= 1.2.1),
knitr (>= 1.11),
MASS,
rmarkdown (>= 0.8.1),
ramcmc,
sde,
sitmo,
testthat
Imports:
bayesplot,
checkmate,
coda (>= 0.18-1),
diagis,
dplyr,
posterior,
Rcpp (>= 0.12.3),
rlang,
tidyr
LinkingTo: ramcmc, Rcpp, RcppArmadillo, sitmo
SystemRequirements: pandoc (>= 1.12.3, needed for vignettes)
VignetteBuilder: knitr
BugReports: https://github.com/helske/bssm/issues
URL: https://github.com/helske/bssm
ByteCompile: true
Encoding: UTF-8
NeedsCompilation: yes
RoxygenNote: 7.2.3
Roxygen: list(markdown = TRUE,
roclets = c("namespace", "rd", "srr::srr_stats_roclet"))