Published November 9, 2020
| Version 0.10.0
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Sequential Monte Carlo Methods for NIMBLE
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Description
Sequential Monte Carlo methods to extend the NIMBLE modeling package. Includes five particle filtering algorithms for use with state space models: 'Auxiliary;, 'Bootstrap', 'Ensemble Kalman filter', 'Iterated Filtering 2', and 'Liu-West'.
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(51.4 kB)
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md5:eea99955be20d48a5da851f0b203b833
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