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.
Last updated 29 days ago
particle-filterrcppsequantial-monte-carlo
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