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Changelog

Source: NEWS.md

bayesSSM (development version)

bayesSSM 0.6.1

CRAN release: 2025-06-23

  • Improved reproducibility of pmmh: Setting a seed now ensures consistent results regardless of the number of cores used.
  • Improvement performance of pmmh slightly.
  • Rewrote resampling step in particle_filter to C++ for improved performance.
  • Added new article detailed-overview which goes over some theory, implementation details, and tips for using the package effectively.
  • Improved the documentation of the package, including the README and articles, to provide clearer explanations and examples.

bayesSSM 0.5.0

CRAN release: 2025-05-21

  • 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

CRAN release: 2025-04-23

  • Initial CRAN submission.