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RcppSMC: Rcpp bindings for Sequential Monte Carlo
This package provides R with access to the Sequential Monte Carlo Template Classes by Johansen (Journal of Statistical Software, 2009, v30, i6).
At present, two additional examples have been added, and the first example from the JSS paper has been extended. Further integration and extensions are planned.
Getting started
Browse package contents
Package details |
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| Author | Dirk Eddelbuettel and Adam M. Johansen |
| Maintainer | Dirk Eddelbuettel <edd@debian.org> |
| License | GPL (>= 2) |
| Version | 0.1.1.1 |
| Package repository | View on R-Forge |
| Installation |
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