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helske committed May 10, 2017
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4 changes: 2 additions & 2 deletions DESCRIPTION
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@@ -1,8 +1,8 @@
Package: bssm
Type: Package
Title: Bayesian Inference of State Space Models
Version: 0.0.74
Date: 2017-02-24
Version: 0.0.75
Date: 2017-05-10
Author: Jouni Helske, Matti Vihola
Maintainer: Jouni Helske <jouni.helske@jyu.fi>
Description: Efficient methods for Bayesian inference of state space models.
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4 changes: 2 additions & 2 deletions R/particle_smoother.R
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Expand Up @@ -5,7 +5,7 @@
#'
#' @param object Model.
#' @param nsim Number of samples.
#' @param filter Choice of particle filter algorithm. For Gaussian models,
#' @param filter_type Choice of particle filter algorithm. For Gaussian models,
#' possible choices are \code{"bsf"} (bootstrap particle filter) and
#' \code{"apf"} (auxiliary particle filter). In addition, for non-Gaussian or
#' non-linear models, \code{"psi"} uses psi-particle filter, and
Expand Down Expand Up @@ -160,7 +160,7 @@ particle_smoother.svm <- function(object, nsim,
out$alpha <- aperm(out$alpha, c(2, 1, 3))
out
}

#' @rdname particle_smoother
#' @method particle_smoother nlg_ssm
#' @export
particle_smoother.nlg_ssm <- function(object, nsim,
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4 changes: 2 additions & 2 deletions R/run_mcmc.R
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Expand Up @@ -216,7 +216,7 @@ run_mcmc.ngssm <- function(object, n_iter, nsim_states, type = "full",
delayed_acceptance = TRUE, n_burnin = floor(n_iter/2),
n_thin = 1, gamma = 2/3, target_acceptance = 0.234, S, end_adaptive_phase = TRUE,
local_approx = TRUE, n_threads = 1,
seed = sample(.Machine$integer.max, size = 1), ...) {
seed = sample(.Machine$integer.max, size = 1), max_iter = 100, conv_tol = 1e-8, ...) {

a <- proc.time()
check_target(target_acceptance)
Expand Down Expand Up @@ -474,7 +474,7 @@ run_mcmc.nlg_ssm <- function(object, n_iter, nsim_states, type = "full",
delayed_acceptance = TRUE, n_burnin = floor(n_iter/2), n_thin = 1,
gamma = 2/3, target_acceptance = 0.234, S, end_adaptive_phase = TRUE,
n_threads = 1, seed = sample(.Machine$integer.max, size = 1), max_iter = 100,
conv_tol = 1e-8, iekf_iter = 0, ...) {
conv_tol = 1e-4, iekf_iter = 0, ...) {

a <- proc.time()
check_target(target_acceptance)
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19 changes: 12 additions & 7 deletions man/particle_smoother.Rd

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8 changes: 4 additions & 4 deletions man/run_mcmc_ng.Rd

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