Sequential Monte Carlo Methods for 'nimble'

Includes five particle filtering algorithms for use with state space models in the 'nimble' system: 'Auxiliary', 'Bootstrap', 'Ensemble Kalman filter', 'Iterated Filtering 2', and 'Liu-West'. A full User Manual is available at <>.


Reference manual

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0.10.0 by Christopher Paciorek, a year ago,

Browse source code at

Authors: Nick Michaud [aut] , Perry de Valpine [aut] , Christopher Paciorek [aut, cre] , Daniel Turek [aut] , Benjamin R. Goldstein [ctb] (packaging contributions) , Dao Nguyen [ctb] (contributions to the IF2 code) , The Regents of the University of California [cph]

Documentation:   PDF Manual  

BSD_3_clause + file LICENSE | GPL (>= 2) license

Imports methods

Depends on nimble

Suggests testthat

See at CRAN