bayesSSM: Bayesian Methods for State Space Models
Bjarke Hautop · 2025
Implements methods for Bayesian analysis of State Space Models. Includes implementations the Particle Marginal Metropolis-Hastings algorithm described in Andrieu et al. (2010) and automatic tuning inspired by Pitt et al. (2012) and J. Dahlin and T. B. Schön (2019) .