RcppSMC: Rcpp bindings for Sequential Monte Carlo
Version 0.1.1.1

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.

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AuthorDirk Eddelbuettel and Adam M. Johansen
Date of publication2013-02-11 20:06:36
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Version0.1.1.1
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("RcppSMC", repos="http://R-Forge.R-project.org")

Man pages

blockpfGaussianOpt: Block Sampling Particle Filter (Linear Gaussian Model;...
pfLineartBS: Particle Filter Example
pfNonlinBS: Nonlinear Bootstrap Particle Filter (Univariate Non-Linear...

Functions

blockpfGaussianOpt Man page Source code
getPfLineartBSData Source code
pfLineartBS Man page Source code
pfLineartBSOnlinePlot Man page Source code
pfLineartRange Source code
pfNonlinBS Man page Source code
simGaussian Man page Source code
simLineart Man page Source code
simNonlin Man page Source code

Files

R
R/pfLineartBS.R
R/simNonlin.R
R/simLineart.R
R/bspfGaussianOptimal.R
R/pfNonlinBS.R
R/simGaussian.R
NAMESPACE
inst
inst/announce
inst/announce/RcppSMC-0.1.0.txt
inst/include
inst/include/blockpfgaussianopt.h
inst/include/pflineart.h
inst/include/moveset.h
inst/include/particle.h
inst/include/sampler.h
inst/include/rngR.h
inst/include/history.h
inst/include/pfnonlinbs.h
inst/include/smc-exception.h
inst/include/smctc.h
inst/NEWS
inst/sampleData
inst/sampleData/pf-data.csv
TODO
DESCRIPTION
ChangeLog
man
man/pfNonlinBS.Rd
man/pfLineartBS.Rd
man/blockpfGaussianOpt.Rd
src
src/smc-exception.cpp
src/Makevars
src/blockpfgaussianopt.cpp
src/pfnonlinbs.cpp
src/pflineart.cpp
src/history.cpp
cleanup
RcppSMC documentation built on May 21, 2017, 3:58 a.m.