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statespacer 0.4.0

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@DylanB95 DylanB95 released this 29 Dec 13:03
· 28 commits to master since this release

statespacer 0.4.0

Extra functionality

  • Introduces the simulation smoother for drawing random samples conditional on the observed data. See ?SimSmoother for details.

Performance improvements

  • Extraction of components now done a bit more efficiently.

Bug fixes

  • Fixed incrementation of initialisation_steps during initialisation when the dependent variable was missing.