Sequential Monte Carlo Methods for 'nimble'

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Documentation for package ‘nimbleSMC’ version 0.11.1

• DESCRIPTION file.
• Package NEWS.

Help Pages

buildAuxiliaryFilter	Create an auxiliary particle filter algorithm to estimate log-likelihood.
buildBootstrapFilter	Create a bootstrap particle filter algorithm to estimate log-likelihood.
buildEnsembleKF	Create an Ensemble Kalman filter algorithm to sample from latent states.
buildIteratedFilter2	Create an IF2 algorithm.
buildLiuWestFilter	Create a Liu and West particle filter algorithm.
RW_PF	Particle Filtering MCMC Sampling Algorithms
RW_PF_block	Particle Filtering MCMC Sampling Algorithms
sampler	Particle Filtering MCMC Sampling Algorithms
samplers	Particle Filtering MCMC Sampling Algorithms
sampler_RW_PF	Particle Filtering MCMC Sampling Algorithms
sampler_RW_PF_block	Particle Filtering MCMC Sampling Algorithms
SMCsamplers	Particle Filtering MCMC Sampling Algorithms