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),
. A full User Manual is available at
< https://r-nimble.org>.
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]