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bootStateSpace

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R package bootStateSpace by jeksterslab — release notes from GitHub.

github.com/jeksterslab/bootStateSpace ↗

A parametric bootstrap for state-space models, shipped and then left alone.

state-space-modelsparametric-bootstrappsychometricscontinuous-time-modelsr-package
◆Current state
bootStateSpace generates parametric bootstrap samples for state-space models, covering fixed-parameter variants across general state-space, Ornstein-Uhlenbeck, linear stochastic differential equation and vector autoregressive specifications. Its entire public history is three releases: an initial CRAN publication in January 2025, one patch adding a clean argument to the four fitting functions a month later, and a citation update in October. The methodological anchor is continuous-time mediation work published in Psychological Methods.
◆Where it's heading
This is research software following its paper rather than a product on a roadmap — the most recent release adds nothing but a citation to the 2025 Psychological Methods article on effects in continuous-time mediation models. It sits within the same author's cluster of psychometric and continuous-time modelling packages, which is where changes to the underlying methods tend to originate. The package itself has been functionally unchanged since February 2025.
◆Prediction
The release pattern suggests the package moves when the associated research does, so the next change most likely accompanies a new paper or a fix surfaced by a sibling package rather than arriving on its own schedule.

◆Recent moves

  1. 10mo ago

    Citation added for the continuous-time mediation paper

    A patch adding the Pesigan, Russell and Chow reference in Psychological Methods. No code change, but it names the methodological work the package exists to support.

    View source ↗
  2. 1y ago

    clean argument added across the four bootstrap functions

    The only functional change since release, applied uniformly to PBSSMFixed, PBSSMOUFixed, PBSSMLinSDEFixed and PBSSMVARFixed. Changing all four together is consistent with a package whose variants are expected to keep identical interfaces.

    View source ↗
  3. 1y ago

    Initial CRAN release of the state-space bootstrap sampler

    The publication that made the method installable. Everything since has been a patch, so this release still defines what the package does.

    View source ↗