RcppSMC: Rcpp bindings for Sequential Monte Carlo

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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.

Author
Dirk Eddelbuettel and Adam M. Johansen
Date of publication
2013-02-11 20:06:36
Maintainer
Dirk Eddelbuettel <edd@debian.org>
License
GPL (>= 2)
Version
0.1.1.1

View on R-Forge

Man pages

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

Files in this package

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