Package: RcppSMC 0.2.9

Dirk Eddelbuettel

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:Dirk Eddelbuettel [aut, cre], Adam M. Johansen [aut], Leah F. South [aut], Ilya Zarubin [aut]

RcppSMC_0.2.9.tar.gz
RcppSMC_0.2.9.zip(r-4.7-x86_64)RcppSMC_0.2.9.zip(r-4.7-arm64)RcppSMC_0.2.9.zip(r-4.6-x86_64)RcppSMC_0.2.9.zip(r-4.6-arm64)RcppSMC_0.2.9.zip(r-4.5-x86_64)
RcppSMC_0.2.9.tgz(r-4.6-x86_64)RcppSMC_0.2.9.tgz(r-4.6-arm64)RcppSMC_0.2.9.tgz(r-4.5-x86_64)RcppSMC_0.2.9.tgz(r-4.5-arm64)
RcppSMC_0.2.9.tar.gz(r-4.7-arm64)RcppSMC_0.2.9.tar.gz(r-4.7-x86_64)RcppSMC_0.2.9.tar.gz(r-4.6-arm64)RcppSMC_0.2.9.tar.gz(r-4.6-x86_64)
RcppSMC_0.2.9.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
RcppSMC/json (API)

# 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

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

Datasets:

radiata - Radiata pine dataset

On CRAN:

particle-filter rcpp sequantial-monte-carlo openblas cpp

4.88 score 25 stars 7 scripts 450 downloads 14 exports 3 dependencies

Last updated from:c4770cdd20. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	119
linux-devel-x86_64	OK	171
source / vignettes	OK	231
linux-release-arm64	OK	152
linux-release-x86_64	OK	139
macos-release-arm64	OK	127
macos-release-x86_64	OK	424
macos-oldrel-arm64	OK	116
macos-oldrel-x86_64	OK	363
windows-devel-arm64	OK	483
windows-devel-x86_64	OK	197
windows-release-arm64	OK	475
windows-release-x86_64	OK	167
windows-oldrel-x86_64	OK	140
wasm-release	OK	138

Exports:blockpfGaussianOpt compareNCestimates LinReg LinRegLA LinRegLA_adapt nonLinPMMH pfLineartBS pfLineartBSOnlinePlot pfNonlinBS RcppSMC.package.skeleton simGaussian simGaussianSSM simLineart simNonlin

Dependencies:FKF Rcpp RcppArmadillo

Citation

Development and contributors

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