Changelog • bayesSSM

bayesSSM (development version)

CRAN release: 2025-08-26

Add auxiliary_filter and resample_move_filter for auxiliary and resample-move particle filters.
See all supported filters in ?particle_filter.
Refactor pmmh and internals to support multiple particle filters.
Add pf_wrapper argument to pmmh to specify which particle filter to use.
Improve argument checking by switching to the checkmate package, providing clearer and more consistent error messages.
Make minor edits to README and vignettes for clarity.

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.

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.

CRAN release: 2025-04-23