A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian Object Oriented Modeling". It is also the sound your computer makes when it crashes.
GNU Lesser General Public License v2.1
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Distinguish between state space models with and without "sigma" parameters. #32
Some model families leave "sigma" implicit. This has implications for some state models which want to use the "sigma" parameter from the host model.
The solution is to separate the AddState method in the state model factories into two parts. AddStateToSigmaParameterModel and AddState. The first checks for individual methods that need "sigma" and defaults to the second if not found.
Some model families leave "sigma" implicit. This has implications for some state models which want to use the "sigma" parameter from the host model.
The solution is to separate the AddState method in the state model factories into two parts. AddStateToSigmaParameterModel and AddState. The first checks for individual methods that need "sigma" and defaults to the second if not found.