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bssm Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R

J Helske, M Vihola - arXiv preprint arXiv:2101.08492, 2021 - arxiv.org
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… The pomp package provides several simulation-based inference methods mainly based on iterated filtering and maximum likelihood, whereas rbi is typically used for Bayesian …

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@misc{helske2021bssm,
      title={bssm Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R}, 
      author={Jouni Helske and Matti Vihola},
      year={2021},
      eprint={2101.08492},
      archivePrefix={arXiv},
      primaryClass={stat.CO}
}

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