Rcpp Bindings for Sequential Monte Carlo

R access to the Sequential Monte Carlo Template Classes by Johansen is provided. At present, four additional examples have been added, and the first example from the JSS paper has been extended. Further integration and extensions are planned.


Rcpp Bindings for Sequential Monte Carlo

Summary

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

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

Authors

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

License

GPL (>= 2)

News

Reference manual

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install.packages("RcppSMC")

0.2.1 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