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auxiliary_filter and
resample_move_filter for auxiliary and resample-move
particle filters.?particle_filter.pmmh and internals to support multiple
particle filters.pf_wrapper argument to pmmh to specify
which particle filter to use.checkmate
package, providing clearer and more consistent error messages.pmmh: Setting a seed now
ensures consistent results regardless of the number of cores used.pmmh slightly.particle_filter to C++ for
improved performance.detailed-overview which goes over
some theory, implementation details, and tips for using the package
effectively.particles argument in init_fn, which
is passed to particle_filter and pmmh, is
deprecated. Please use num_particles
instead. A warning will be issued if particles is
used.t in transition_fn and
likelihood_fn when passing them to
particle_filter and pmmh. This allows for
time-varying transition and likelihood functions.particle_filter in likelihood
calculation causing it to be shifted by a constant.pmmh when encountering very low
log-likelihood values."logit" in pmmh.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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