Package: RcppSMC 0.2.7

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, Adam M. Johansen, Leah F. South and Ilya Zarubin

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

Peer review:

Bug tracker:https://github.com/rcppsmc/rcppsmc/issues

On CRAN:

particle-filterrcppsequantial-monte-carlo

14 exports 24 stars 2.47 score 3 dependencies 7 scripts 343 downloads

Last updated 5 months agofrom:b7718a1d19. Checks:OK: 4 NOTE: 5. Indexed: yes.

Exports:blockpfGaussianOptcompareNCestimatesLinRegLinRegLALinRegLA_adaptnonLinPMMHpfLineartBSpfLineartBSOnlinePlotpfNonlinBSRcppSMC.package.skeletonsimGaussiansimGaussianSSMsimLineartsimNonlin

Dependencies:FKFRcppRcppArmadillo