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

Package details

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

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RcppSMC documentation built on May 31, 2017, 4:56 a.m.