Package: RcppSMC 0.2.7
RcppSMC: Rcpp Bindings for Sequential Monte Carlo
R access to the Sequential Monte Carlo Template Classes by Johansen <doi:10.18637/jss.v030.i06> is provided. At present, four additional examples have been added, and the first example from the JSS paper has been extended. Further integration and extensions are planned.
Authors:
RcppSMC_0.2.7.tar.gz
RcppSMC_0.2.7.zip(r-4.5)RcppSMC_0.2.7.zip(r-4.4)RcppSMC_0.2.7.zip(r-4.3)
RcppSMC_0.2.7.tgz(r-4.4-x86_64)RcppSMC_0.2.7.tgz(r-4.4-arm64)RcppSMC_0.2.7.tgz(r-4.3-x86_64)RcppSMC_0.2.7.tgz(r-4.3-arm64)
RcppSMC_0.2.7.tar.gz(r-4.5-noble)RcppSMC_0.2.7.tar.gz(r-4.4-noble)
RcppSMC_0.2.7.tgz(r-4.4-emscripten)RcppSMC_0.2.7.tgz(r-4.3-emscripten)
RcppSMC.pdf |RcppSMC.html✨
RcppSMC/json (API)
NEWS
# Install 'RcppSMC' in R: |
install.packages('RcppSMC', repos = c('https://rcppsmc.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rcppsmc/rcppsmc/issues
- radiata - Radiata pine dataset
particle-filterrcppsequantial-monte-carlo
Last updated 5 months agofrom:b7718a1d19. Checks:OK: 4 NOTE: 5. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Aug 14 2024 |
R-4.5-win-x86_64 | NOTE | Aug 14 2024 |
R-4.5-linux-x86_64 | NOTE | Aug 14 2024 |
R-4.4-win-x86_64 | NOTE | Aug 14 2024 |
R-4.4-mac-x86_64 | NOTE | Aug 14 2024 |
R-4.4-mac-aarch64 | NOTE | Aug 14 2024 |
R-4.3-win-x86_64 | OK | Aug 14 2024 |
R-4.3-mac-x86_64 | OK | Aug 14 2024 |
R-4.3-mac-aarch64 | OK | Aug 14 2024 |
Exports:blockpfGaussianOptcompareNCestimatesLinRegLinRegLALinRegLA_adaptnonLinPMMHpfLineartBSpfLineartBSOnlinePlotpfNonlinBSRcppSMC.package.skeletonsimGaussiansimGaussianSSMsimLineartsimNonlin
Dependencies:FKFRcppRcppArmadillo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Block Sampling Particle Filter (Linear Gaussian Model; Optimal Proposal) | blockpfGaussianOpt simGaussian |
Conditional Sequential Monte Carlo Examples | compareNCestimates kalmanFFBS simGaussianSSM |
Simple Linear Regression | LinReg LinRegLA LinRegLA_adapt |
Particle marginal Metropolis-Hastings for a non-linear state space model. | nonLinPMMH |
Particle Filter Example | pfLineartBS pfLineartBSOnlinePlot simLineart |
Nonlinear Bootstrap Particle Filter (Univariate Non-Linear State Space Model) | pfNonlinBS |
Radiata pine dataset (linear regression example) | radiata |
Create a skeleton for a new package that intends to use RcpSMCp | RcppSMC.package.skeleton |
Simulates from a simple nonlinear state space model. | simNonlin |