SMC: Sequential Monte Carlo (SMC) Algorithm
Version 1.1

particle filtering, auxiliary particle filtering and sequential Monte Carlo algorithms

AuthorGopi Goswami <goswami@stat.harvard.edu>
Date of publication2011-12-11 10:41:18
MaintainerGopi Goswami <grgoswami@gmail.com>
LicenseGPL (>= 2)
Version1.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("SMC")

Popular man pages

auxiliaryParticleFilter: The auxiliary particle filtering algorithm
particleFilter: The particle filtering algorithm
print: The printing family of functions
sequentialMonteCarlo: The sequential Monte Carlo (SMC) algorithm
utilsForExamples: The utility function(s) for examples
See all...

All man pages Function index File listing

Man pages

auxiliaryParticleFilter: The auxiliary particle filtering algorithm
particleFilter: The particle filtering algorithm
print: The printing family of functions
sequentialMonteCarlo: The sequential Monte Carlo (SMC) algorithm
utilsForExamples: The utility function(s) for examples

Functions

MHUpdateFuncGen.PF Source code
MarkovSwitchingFuncGenerator Man page Source code
SMCMain Source code
auxiliaryParticleFilter Man page Source code
check.MHUpdateFunc Source code
check.SMCObj Source code
check.func.do Source code
check.generateNextStreamsFunc.APF Source code
check.generateNextStreamsFunc.PF Source code
check.generateObsFunc Source code
check.generateStreamRepsFunc Source code
check.logObsDensFunc Source code
check.logical Source code
check.nPeriodsPast Source code
check.nStreamsPreResamp Source code
check.numericWithLLim Source code
check.propagateFunc Source code
check.resampCriterionFunc Source code
check.resampFunc Source code
check.summaryFunc Source code
check.weightedSummaryFunc Source code
collectVarnames Source code
doCall Source code
fatal Source code
get.dimSummPerPeriod Source code
get.probs Source code
get.streamsMat Source code
onLoad Source code
particleFilter Man page Source code
print.SMC Man page Source code
propagateFuncGen.APF Source code
propagateFuncGen.PF Source code
resampAlways Source code
sequentialMonteCarlo Man page Source code

Files

MD5
TODO
DESCRIPTION
man
man/particleFilter.Rd
man/print.Rd
man/auxiliaryParticleFilter.Rd
man/utilsForExamples.Rd
man/sequentialMonteCarlo.Rd
README
src
src/objects.c
src/utils.h
src/Makevars
src/objects.h
src/utils.c
NAMESPACE
etc
etc/common.1.Rd
R
R/zzz.R
R/doSMC.R
R/funcGenerators.R
R/common.R
SMC documentation built on May 19, 2017, 9:26 a.m.

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