Description
Rcpp Bindings for Sequential Monte Carlo.
Description
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.
README.md
RcppSMC: Rcpp Bindings for Sequential Monte Carlo
Summary
This package provides R with access to the Sequential Monte Carlo Template Classes by Johansen (Journal of Statistical Software, 2009, v30, i6, doi:10.18637/jss.v030.i06).
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.
More Examples
See the packages ToyPackage, RickerExample, SVmodelRcppSMC, and demo repository SVmodelExamples next to this one in the RcppSMC organization.
Help
For support and discussion please make us of the rcppsmc mailing list.
Authors
Dirk Eddelbuettel, Adam M. Johansen, Leah F. South and Ilya Zarubin
License
GPL (>= 2)