RcppSMC: 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.

AuthorDirk Eddelbuettel and Adam M. Johansen
Date of publication2017-03-03 21:13:25
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Version0.1.5

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Files

RcppSMC
RcppSMC/TODO
RcppSMC/inst
RcppSMC/inst/announce
RcppSMC/inst/announce/RcppSMC-0.1.0.txt
RcppSMC/inst/NEWS.Rd
RcppSMC/inst/sampleData
RcppSMC/inst/sampleData/pf-data.csv
RcppSMC/inst/include
RcppSMC/inst/include/smc-exception.h
RcppSMC/inst/include/moveset.h
RcppSMC/inst/include/history.h
RcppSMC/inst/include/pflineart.h
RcppSMC/inst/include/smctc.h
RcppSMC/inst/include/blockpfgaussianopt.h
RcppSMC/inst/include/rngR.h
RcppSMC/inst/include/particle.h
RcppSMC/inst/include/sampler.h
RcppSMC/inst/include/pfnonlinbs.h
RcppSMC/src
RcppSMC/src/Makevars
RcppSMC/src/blockpfgaussianopt.cpp
RcppSMC/src/smc-exception.cpp
RcppSMC/src/init.c
RcppSMC/src/compareGSLtoR
RcppSMC/src/compareGSLtoR/multinom.r
RcppSMC/src/compareGSLtoR/ugauss.r
RcppSMC/src/history.cpp
RcppSMC/src/pfnonlinbs.cpp
RcppSMC/src/pflineart.cpp
RcppSMC/NAMESPACE
RcppSMC/R
RcppSMC/R/simLineart.R RcppSMC/R/pfNonlinBS.R RcppSMC/R/simNonlin.R RcppSMC/R/bspfGaussianOptimal.R RcppSMC/R/simGaussian.R RcppSMC/R/pfLineartBS.R
RcppSMC/README.md
RcppSMC/MD5
RcppSMC/DESCRIPTION
RcppSMC/ChangeLog
RcppSMC/man
RcppSMC/man/pfLineartBS.Rd RcppSMC/man/pfNonlinBS.Rd RcppSMC/man/blockpfGaussianOpt.Rd
RcppSMC/cleanup

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