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

Maintainer
LicenseGPL (>= 2)
Version0.2.8
URL https://github.com/rcppsmc/rcppsmc https://dirk.eddelbuettel.com/code/rcpp.smc.html
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("eddelbuettel/rcppsmc")
eddelbuettel/rcppsmc documentation built on June 12, 2025, 9:48 a.m.