SMC: Sequential Monte Carlo (SMC) Algorithm

particle filtering, auxiliary particle filtering and sequential Monte Carlo algorithms

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

View on CRAN

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.