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)