A comparison of NIMBLE run times using Daniel's linear Gaussian model with the correlated parametrization.
- nimCompare.Rmd has all of the code needed to compare NIMBLE to the 'SMC' R package, POMP, LibBi, and Biips.
- The pomp, Biips, LibBi, and smc folders have code which sets up the model in those specific packages
- The filters folder has the necessary particle filters
The "pomp" and "SMC" packages should be installed.
The comparison to LibBi requires LibBi to be installed, and uses the "Rbi" package which can be found here, although it may not install correctly on the most recent version of R.
The comparison to Biips requires the RBiips package which can be found here.