Version 0.4

Version 0.4 -- 2023-09-01

Added

• nested: NS-SMC sampler of Salomone et al (2018)
• datasets: Liver
• distributions:
  • LogNormal
  • Mixture
  • FlatNormal
  • mixMissing (to deal with missing data)
  • VaryingCovNormal (issue #55)
• smoothing: FFBS-MCMC, FFBS-hybrid
• collectors: Paris algorithm (hybrid version)
• smc_samplers:
  • single-run variance estimates
  • Tempering (fixed exponents)
  • AdaptiveTempering has a new argument, max_iter, to put a cap on the number of iterations.