RcppSMC: Rcpp Bindings for Sequential Monte Carlo
Version 0.2.1

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.

Getting started

Package details

AuthorDirk Eddelbuettel, Adam M. Johansen and Leah F. South
Date of publication2018-03-18 19:53:57 UTC
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RcppSMC documentation built on March 19, 2018, 1:05 a.m.