RcppSMC: Rcpp bindings for Sequential Monte Carlo

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.

Author
Dirk Eddelbuettel and Adam M. Johansen
Date of publication
2014-05-02 15:38:11
Maintainer
Dirk Eddelbuettel <edd@debian.org>
License
GPL (>= 2)
Version
0.1.4

View on CRAN

Man pages

blockpfGaussianOpt
Block Sampling Particle Filter (Linear Gaussian Model;...
pfLineartBS
Particle Filter Example
pfNonlinBS
Nonlinear Bootstrap Particle Filter (Univariate Non-Linear...

Files in this package

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/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