eddelbuettel/rcppsmc: Rcpp Bindings for Sequential Monte Carlo

R access to the Sequential Monte Carlo Template Classes by Johansen <doi:10.18637/jss.v030.i06> 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
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
eddelbuettel/rcppsmc documentation built on Sept. 3, 2018, 6:25 p.m.