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, Adam M. Johansen, Leah F. South and Ilya Zarubin
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
URL https://github.com/rcppsmc/rcppsmc https://dirk.eddelbuettel.com/code/rcpp.smc.html
Package repositoryView on CRAN
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RcppSMC documentation built on March 31, 2023, 10:14 p.m.