nimbleSMC: 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', as described in Michaud et al. (2021), <doi:10.18637/jss.v100.i03>. A full User Manual is available at <>.

Version: 0.11.1
Depends: R (≥ 3.1.2), nimble (≥ 1.0.0)
Imports: methods
Suggests: testthat
Published: 2024-06-14
DOI: 10.32614/CRAN.package.nimbleSMC
Author: 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]
Maintainer: Christopher Paciorek <paciorek at>
License: BSD_3_clause + file LICENSE | GPL-2 | GPL-3 [expanded from: BSD_3_clause + file LICENSE | GPL (≥ 2)]
Copyright: See COPYRIGHTS file.
nimbleSMC copyright details
NeedsCompilation: no
Citation: nimbleSMC citation info
Materials: NEWS
CRAN checks: nimbleSMC results


Reference manual: nimbleSMC.pdf


Package source: nimbleSMC_0.11.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): nimbleSMC_0.11.1.tgz, r-oldrel (arm64): nimbleSMC_0.11.1.tgz, r-release (x86_64): nimbleSMC_0.11.1.tgz, r-oldrel (x86_64): nimbleSMC_0.11.1.tgz
Old sources: nimbleSMC archive


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