Package: RcppSMC 0.2.7.1

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_0.2.7.1.tar.gz
RcppSMC_0.2.7.1.zip(r-4.5)RcppSMC_0.2.7.1.zip(r-4.4)RcppSMC_0.2.7.1.zip(r-4.3)
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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

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

5.35 score 25 stars 7 scripts 421 downloads 14 exports 3 dependencies

Last updated 3 months agofrom:17bc99786f. Checks:12 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Mar 10 2025
R-4.5-win-x86_64	OK	Mar 10 2025
R-4.5-mac-x86_64	OK	Mar 10 2025
R-4.5-mac-aarch64	OK	Mar 10 2025
R-4.5-linux-x86_64	OK	Mar 10 2025
R-4.4-win-x86_64	OK	Mar 10 2025
R-4.4-mac-x86_64	OK	Mar 10 2025
R-4.4-mac-aarch64	OK	Mar 10 2025
R-4.4-linux-x86_64	OK	Mar 10 2025
R-4.3-win-x86_64	OK	Mar 10 2025
R-4.3-mac-x86_64	OK	Mar 10 2025
R-4.3-mac-aarch64	OK	Mar 10 2025

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