RcppSMC: Rcpp Bindings for Sequential Monte Carlo

R access to the Sequential Monte Carlo Template Classes by Johansen <doi:10.18637/jss.v030.i06> 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.

Getting started

Package details

AuthorDirk Eddelbuettel [aut, cre] (ORCID: <https://orcid.org/0000-0001-6419-907X>), Adam M. Johansen [aut] (ORCID: <https://orcid.org/0000-0002-3531-7628>), Leah F. South [aut] (ORCID: <https://orcid.org/0000-0002-5646-2963>), Ilya Zarubin [aut]
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Version0.2.8
URL https://github.com/rcppsmc/rcppsmc https://dirk.eddelbuettel.com/code/rcpp.smc.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RcppSMC")

Try the RcppSMC package in your browser

Any scripts or data that you put into this service are public.

RcppSMC documentation built on June 8, 2025, 10:22 a.m.