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helske/bssm
Extract `kfilter()` states from a model with covariates

I would like to extract the filtered state values from a kfilter() object – similar to the states/level returned by run_mcmc(). Consider the simulated data below, where y is a noisy observation of latent ...
  • scottflaska
  • 2
  • Opened 
    on Nov 8, 2024
  • #38

helske/bssm
Convert `kfilter()` outputs to probabilities (binomial)

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  • scottflaska
  • 4
  • Opened 
    on Nov 5, 2024
  • #37

helske/bssm
How can I estimate the posterior distribution and point estimates of the state variables at each time point?

Hello, I would like to ask you the following questions. If you could spare some time to reply, I would be extremely grateful!You are my savior!!You are my savior!!  1、Background of the problem: (1) We ...
  • Lxr-China
  • 5
  • Opened 
    on Oct 3, 2024
  • #36

helske/bssm
Mat::init(): size is fixed and hence cannot be changed

image
  • Lxr-China
  • 4
  • Opened 
    on Aug 24, 2024
  • #35

helske/bssm
run_mcmc crashes with a simple linear gaussian model

Hi, I am trying to estimate a multivariate linear gaussian model. However, R crashes whenever I call the run_mcmc function. A toy example with simulated data is below. The only output I get is the progress ...
  • jgslazzaro
  • 2
  • Opened 
    on Dec 22, 2023
  • #34

helske/bssm
CRAN complains about multithreading

Getting a note on CRAN s Debian pretest: Examples with CPU time 2.5 times elapsed time user system elapsed ratio exchange 1.196 0.04 0.159 7.774 Nothing in that example should use parallelisation ...
  • helske
  • Opened 
    on Oct 24, 2023
  • #33

helske/bssm
Question about nlg_ar_exp

I checked ‘cpp_example_model’ function and found that ‘nlg_ar_exp’ does not apply to my model, I wonder whether my model is supported by bssm package , my model is as follows: Q_{t}=exp(y_{t})+exp(y_{t-1})+exp(y_{t-2}) ...
  • shubingtang
  • 2
  • Opened 
    on Mar 10, 2022
  • #31

helske/bssm
Stray Stats Std BS7.7

@helske I m trying to figure out https://github.com/ropensci-review-tools/srr/issues/24, and note that you ve got a standard BS7.7 in this line: https://github.com/helske/bssm/blob/8c52ea3253af02c238f936de1618f37db61f0118/tests/testthat/test_mcmc.R#L3 ...
  • mpadge
  • 3
  • Opened 
    on Nov 26, 2021
  • #30

helske/bssm
Reparametrize theta for AR models for more efficient sampling

Sampling for ar1_lg and ar1_ng models is currently done in constrained (natural) space, but it would make sense to sample in transformed space for sigmas and phi as is already done for bsm models. This ...
enhancement
  • helske
  • 2
  • Opened 
    on Sep 4, 2021
  • #28

helske/bssm
Segfault due to R call inside parallel sampling

Apparently using pragma omp critical is not enough when calling R functions inside openMP, so there are occasional crashes with models using update_fn when trying to sample states in parallel (MCMC with ...
  • helske
  • Opened 
    on Feb 2, 2021
  • #27
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