SMC: Sequential Monte Carlo (SMC) Algorithm

particle filtering, auxiliary particle filtering and sequential Monte Carlo algorithms

Getting started

Package details

AuthorGopi Goswami <goswami@stat.harvard.edu>
MaintainerGopi Goswami <grgoswami@gmail.com>
LicenseGPL (>= 2)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SMC")

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SMC documentation built on May 1, 2019, 9:12 p.m.