Rcpp Bindings for Sequential Monte Carlo

R access to the Sequential Monte Carlo Template Classes by Johansen (Journal of Statistical Software, 2009, v30, i6) is provided. At present, two additional examples have been added, and the first example from the JSS paper has been extended. Further integration and extensions are planned.


This package provides R with access to the Sequential Monte Carlo Template Classes by Johansen (Journal of Statistical Software, 2009, v30, i6).

At present, two additional examples have been added, and the first example from the JSS paper has been extended. Further integration and extensions are planned.

Dirk Eddelbuettel and Adam M. Johansen

GPL (>= 2)

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Reference manual

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install.packages("RcppSMC")

0.2.0 by Dirk Eddelbuettel, 3 months ago


Browse source code at https://github.com/cran/RcppSMC


Authors: Dirk Eddelbuettel, Adam M. Johansen and Leah F. South


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, methods

Linking to Rcpp, RcppArmadillo


See at CRAN