ParticleLearningModels provides Java code for Bayesian particle filters with parameter learning. Parameter learning is implemented as in Carvalho, et. al., Lopes, et. al., Carvalho, et. al, and the forthcoming [Polson, Willard][rbc1].

This library uses StatsLibExtensions and is used by the R package ParticleBayes

[rbc1]: "Nicholas G. Polson and Brandon T. Willard. "Recursive Bayesian Computation""