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README.Rmd
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README.Rmd
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---
title: Bayesian inference for state-space models with R
output: github_document
---
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[](https://cran.r-project.org/package=rbi)
[](https://github.com/sbfnk/rbi/actions/workflows/R-CMD-check.yaml)
[](https://app.codecov.io/github/sbfnk/rbi)
[](https://www.gnu.org/licenses/gpl-3.0)
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[rbi](https://github.com/sbfnk/rbi) is an `R` interface to [libbi](https://libbi.org), a library for Bayesian inference.
It mainly contains:
* various functions to retrieve and process the results from libbi (which are in NetCDF format)
* a `bi_model` class, to manipulate libbi models
* a `libbi` wrapper class, to perform Bayesian using libbi inference from within R,
Installation
==============
The easiest way to install the latest stable version of **rbi** is via [CRAN](https://cran.r-project.org/package=rbi):
```{r install-cran, eval = FALSE}
install.packages("rbi")
```
Alternatively, the current development version can be installed using the `remotes` package
```{r install-github, eval = FALSE}
# install.packages("remotes")
library("remotes")
install_github("sbfnk/rbi")
```
The **rbi** package has only been tested on GNU/Linux and OS X, but it should mostly work everywhere `R` works.
If you want to use **rbi** as a wrapper to **LibBi** then you need a working version of [LibBi](https://github.com/lawmurray/LibBi). To install **LibBi** on a Mac, the easiest way is to install [Homebrew](https://brew.sh), followed by (using a command shell, i.e. Terminal or similar):
```{sh install-libbi, eval = FALSE}
brew install libbi
```
On linux, follow the [instructions](https://github.com/lawmurray/LibBi/blob/master/INSTALL_LINUX.md) provided with LibBi.
The path to `libbi` script can be passed as an argument to **rbi**, otherwise the package tries to find it automatically using the `which` linux/unix command.
If you just want to process the output from **LibBi**, then you do not need to have **LibBi** installed.
Getting started
==============
A good starting point is to look at the included demos:
```{r demos, eval = FALSE}
demo(PZ_generate_dataset) ## generating a data set from a model
demo(PZ_PMMH) ## particle Markov-chain Metropolis-Hastings
demo(PZ_SMC2) ## SMC^2
demo(PZ_filtering) ## filtering
```
For further information, have a look at the introductory vignette from the link from the [rbi CRAN package](https://CRAN.R-project.org/package=rbi).
Using coda
==========
**LibBi** contains the `get_traces` method which provides an interface to [coda](https://cran.r-project.org/package=coda).
Other packages
==============
For higher-level methods to interact with [LibBi](https://github.com/lawmurray/LibBi), have a look at [rbi.helpers](https://github.com/sbfnk/RBi.helpers).