Announcement: KissABC 3.0 Released
Breaking Changes:
- the return type of inference algorithms is now a vector of
MonteCarloMeasurementsparticles (this makes the results readily accessible for further processing)
New algorithms:
- Adaptive Sequential Monte Carlo for ABC targets based on An adaptive sequential Monte Carlo method for approximate Bayesian computation | SpringerLink
the new algorithm can reach much lower tolerances in much less function evaluations (keep in mind that the default parameters are a bit conservative).
Changes:
- The package exports all symbols from
MonteCarloMeasurementsandDistributions, for ease of use
Hope you guys enjoy it! 