Title: helske/bssm: CRAN version 2.0.0
Type Software Jouni Helske, sbgraves237, Kyle Husmann (2021): helske/bssm: CRAN version 2.0.0. Zenodo. Software. https://zenodo.org/record/5750415
Links
- Item record in Zenodo
- Digital object URL
Summary
Bump to version 2.0.0 due to large number of changes, some visible to user, while some are due to submission to rOpenSci review. From the NEWS file:
Added a progress bar for run_mcmc. Added a fitted method for extraction of summary statistics of posterior predictive distribution p(y_t | y_1, ..., y_n) for t = 1, ..., n. Rewrote the summary method completely, which now returns data.frame. This also resulted in some changes in order of the function arguments. The output of predict method is now a data frame with column weight corresponding to the IS-weights in case of IS-MCMC. Previously resampling was done internally, but now this is left for the user if needed (i.e. for drawing state trajectories). The asymptotic_var and iact functions are now exported to users, and they also contain alternative methods based on the posterior package. New function estimate_ess can be used to compute effective sample size from weighted MCMC. Added compatibility with the posterior package by defining as_draws method for converting run_mcmc output to draws_df object. New function check_diagnostics for quick glance of ESS and Rhat values. Large number of new tests, and improved documentation with added examples. Large number of internal tweaks so that the package complies with goodpractices package and Ropensci statistical software standards.More information
- DOI: 10.5281/zenodo.5750415
Dates
- Publication date: 2021
- Issued: December 02, 2021
Rights
- info:eu-repo/semantics/openAccess Open Access
Format
electronic resource
Relateditems
| Description | Item type | Relationship | Uri |
|---|---|---|---|
| IsSupplementTo | https://github.com/helske/bssm/tree/v.2.0.0 | ||
| IsVersionOf | https://doi.org/10.5281/zenodo.591296 | ||
| IsPartOf | https://zenodo.org/communities/zenodo |