SMCS4: Sequential Monte Carlo samplers in S4

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This package provides S4 definitions and methods to implement Sequential Monte Carlo samplers (e.g., particle filters).

Author
Maarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
Date of publication
2015-09-07 11:45:17
Maintainer
Maarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
License
GPL (>=2)
Version
0.4
URLs

View on R-Forge

Man pages

DynProbit
Dynamic Probit regression
ParticleBase
Class "ParticleBase"
ParticleMatrix
Class "ParticleMatrix"

Files in this package

SMCS4/COPYING
SMCS4/DESCRIPTION
SMCS4/NAMESPACE
SMCS4/R
SMCS4/R/DynProbit.R
SMCS4/R/ParticleBase.R
SMCS4/R/ParticleMatrix.R
SMCS4/R/Resample.R
SMCS4/R/generics.R
SMCS4/R/utils.R
SMCS4/R/zzz.R
SMCS4/README
SMCS4/man
SMCS4/man/DynProbit.Rd
SMCS4/man/ParticleBase.Rd
SMCS4/man/ParticleMatrix.Rd
SMCS4/src
SMCS4/src/resample.c