SMC: Sequential Monte Carlo (SMC) Algorithm

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particle filtering, auxiliary particle filtering and sequential Monte Carlo algorithms

Author
Gopi Goswami <goswami@stat.harvard.edu>
Date of publication
2011-12-11 10:41:18
Maintainer
Gopi Goswami <grgoswami@gmail.com>
License
GPL (>= 2)
Version
1.1

View on CRAN

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

Files in this package

SMC
SMC/MD5
SMC/TODO
SMC/DESCRIPTION
SMC/man
SMC/man/particleFilter.Rd
SMC/man/print.Rd
SMC/man/auxiliaryParticleFilter.Rd
SMC/man/utilsForExamples.Rd
SMC/man/sequentialMonteCarlo.Rd
SMC/README
SMC/src
SMC/src/objects.c
SMC/src/utils.h
SMC/src/Makevars
SMC/src/objects.h
SMC/src/utils.c
SMC/NAMESPACE
SMC/etc
SMC/etc/common.1.Rd
SMC/R
SMC/R/zzz.R
SMC/R/doSMC.R
SMC/R/funcGenerators.R
SMC/R/common.R