API

• Simulator
  • Simulator
  • Parameter Estimator
• Interfaces
  • Particle Filter
  • Particle Filter Non-Markov
  • Auxiliary Particle Filter
  • Forward-Filter Backward Simulator
  • FFBSi Non-Markov
  • FFBSi with Rejection Sampling
  • Proposal methods, e.g. MHIPS and MHBP
  • Parameter estimation
    • Numerical gradient
    • Analytic gradient
• Base classes
  • Mixed Linear/Nonlinear Gaussian
  • Nonlinear Gaussian
  • Linear Time-Varying
  • Hierarchial