bayesSSM 0.5.0
- The
particles
argument in init_fn
, which
is passed to particle_filter
and pmmh
, is
deprecated. Please use num_particles
instead. A warning will be issued if particles
is
used.
- Added support for time dependency in functions. You can now use
t
in transition_fn
and
likelihood_fn
when passing them to
particle_filter
and pmmh
. This allows for
time-varying transition and likelihood functions.
- Fixed a bug in
particle_filter
in likelihood
calculation causing it to be shifted by a constant.
- Improved robustness of
pmmh
when encountering very low
log-likelihood values.
- Added scaling for the proposal covariance when using
"logit"
in pmmh
.
- Improved documentation: updated package description, clarified text
in the README and vignette, and added more unit tests.
bayesSSM 0.4.7