bayesSSM 0.7.0
- Add auxiliary_filterandresample_move_filterfor auxiliary and resample-move
particle filters.
 See all supported filters in?particle_filter.
 
- Refactor pmmhand internals to support multiple
particle filters.
 
- Add pf_wrapperargument topmmhto specify
which particle filter to use.
 
- Improve argument checking by switching to the checkmatepackage, providing clearer and more consistent error messages.
 
- Make minor edits to README and vignettes for clarity.
bayesSSM 0.6.1
- Improved reproducibility of pmmh: Setting a seed now
ensures consistent results regardless of the number of cores used.
- Improvement performance of pmmhslightly.
- Rewrote resampling step in particle_filterto C++ for
improved performance.
- Added new article detailed-overviewwhich goes over
some theory, implementation details, and tips for using the package
effectively.
- Improved the documentation of the package, including the README and
articles, to provide clearer explanations and examples.
bayesSSM 0.5.0
- The particlesargument ininit_fn, which
is passed toparticle_filterandpmmh, is
deprecated. Please usenum_particlesinstead. A warning will be issued ifparticlesis
used.
- Added support for time dependency in functions. You can now use
tintransition_fnandlikelihood_fnwhen passing them toparticle_filterandpmmh. This allows for
time-varying transition and likelihood functions.
- Fixed a bug in particle_filterin likelihood
calculation causing it to be shifted by a constant.
- Improved robustness of pmmhwhen encountering very low
log-likelihood values.
- Added scaling for the proposal covariance when using
"logit"inpmmh.
- Improved documentation: updated package description, clarified text
in the README and vignette, and added more unit tests.
bayesSSM 0.4.7