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.

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

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Files

RcppSMC
RcppSMC/R
RcppSMC/R/pfLineartBS.R RcppSMC/R/simNonlin.R RcppSMC/R/simLineart.R RcppSMC/R/bspfGaussianOptimal.R RcppSMC/R/pfNonlinBS.R RcppSMC/R/simGaussian.R
RcppSMC/NAMESPACE
RcppSMC/inst
RcppSMC/inst/announce
RcppSMC/inst/announce/RcppSMC-0.1.0.txt
RcppSMC/inst/include
RcppSMC/inst/include/blockpfgaussianopt.h
RcppSMC/inst/include/pflineart.h
RcppSMC/inst/include/moveset.h
RcppSMC/inst/include/particle.h
RcppSMC/inst/include/sampler.h
RcppSMC/inst/include/rngR.h
RcppSMC/inst/include/history.h
RcppSMC/inst/include/pfnonlinbs.h
RcppSMC/inst/include/smc-exception.h
RcppSMC/inst/include/smctc.h
RcppSMC/inst/NEWS
RcppSMC/inst/sampleData
RcppSMC/inst/sampleData/pf-data.csv
RcppSMC/TODO
RcppSMC/DESCRIPTION
RcppSMC/ChangeLog
RcppSMC/man
RcppSMC/man/pfNonlinBS.Rd RcppSMC/man/pfLineartBS.Rd RcppSMC/man/blockpfGaussianOpt.Rd
RcppSMC/src
RcppSMC/src/smc-exception.cpp
RcppSMC/src/Makevars
RcppSMC/src/blockpfgaussianopt.cpp
RcppSMC/src/pfnonlinbs.cpp
RcppSMC/src/pflineart.cpp
RcppSMC/src/history.cpp
RcppSMC/cleanup

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