Package: bssm
Type: Package
Title: Bayesian Inference of Non-Linear and Non-Gaussian State Space
        Models
Version: 2.0.3
Authors@R: 
    c(person(given = "Jouni",
           family = "Helske",
           role = c("aut", "cre"),
           email = "jouni.helske@iki.fi",
           comment = c(ORCID = "0000-0001-7130-793X")),
      person(given = "Matti",
           family = "Vihola",
           role = "aut",
           comment = c(ORCID = "0000-0002-8041-7222")))
Description: Efficient methods for Bayesian inference of state space
        models via Markov chain Monte Carlo (MCMC) based on parallel
        importance sampling type weighted estimators (Vihola, Helske,
        and Franks, 2020, <doi:10.1111/sjos.12492>), particle MCMC, and
        its delayed acceptance version. Gaussian, Poisson, binomial,
        negative binomial, and Gamma observation densities and basic
        stochastic volatility models with linear-Gaussian state
        dynamics, as well as general non-linear Gaussian models and
        discretised diffusion models are supported. See Helske and
        Vihola (2021, <doi:10.32614/RJ-2021-103>) for details.
License: GPL (>= 2)
Depends: R (>= 4.1.0)
Suggests: covr, ggplot2 (>= 2.0.0), KFAS (>= 1.2.1), knitr (>= 1.11),
        MASS, rmarkdown (>= 0.8.1), ramcmc, sde, sitmo, testthat
Imports: bayesplot, checkmate, coda (>= 0.18-1), diagis, dplyr,
        posterior, Rcpp (>= 0.12.3), rlang, tidyr
LinkingTo: ramcmc, Rcpp, RcppArmadillo, sitmo
SystemRequirements: pandoc (>= 1.12.3, needed for vignettes)
VignetteBuilder: knitr
BugReports: https://github.com/helske/bssm/issues
URL: https://github.com/helske/bssm
ByteCompile: true
Encoding: UTF-8
NeedsCompilation: yes
RoxygenNote: 7.2.3
Roxygen: list(markdown = TRUE, roclets = c("namespace", "rd",
        "srr::srr_stats_roclet"))
Config/pak/sysreqs: libicu-dev
Repository: https://helske.r-universe.dev
Date/Publication: 2025-09-24 11:48:27 UTC
RemoteUrl: https://github.com/helske/bssm
RemoteRef: HEAD
RemoteSha: a02a1416f7d9e80eef026606c33ff87853c1af08
Packaged: 2026-06-12 07:00:22 UTC; root
Author: Jouni Helske [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-7130-793X>),
  Matti Vihola [aut] (ORCID: <https://orcid.org/0000-0002-8041-7222>)
Maintainer: Jouni Helske <jouni.helske@iki.fi>