2012-05-14 Dirk Eddelbuettel * DESCRIPTION: Version 0.1.1 2012-05-13 Dirk Eddelbuettel * inst/include/sampler.h: Use explicit std::max() for g++-4.7 2012-03-21 Dirk Eddelbuettel * DESCRIPTION: Version 0.1.0 * src/rng.cpp: Moved old GSL-based RNG code to deprecated/ * inst/include/rng.h: Idem * man/pfLineartBS.Rd: Callback-to-R example only if interactive() 2012-03-21 Adam Johansen * R/pfLineartBS.R Added function to dynamically set the range of the online plot. 2012-03-19 Adam Johansen * R/simGaussian.R Added data-simulating function * R/simLineart.R Idem * R/simNonlin.R Idem * man/blockpfGaussianOpt.Rd Added simulator doc and example usage. * man/pfLineartBS.Rd Idem * man/pfNonlinBS.Rd Idem * NAMESPACE Added data-simulating functions to namespace 2012-03-18 Dirk Eddelbuettel * R/pfLineartBS.R: Adjust naming of the two helper functions * man/pfLineartBS.Rd: Idem 2012-03-18 Adam Johansen * src/pfEx.cpp renamed to pflineartbs.cpp * inst/include/pffuncs.h renamed to pflineartbs.h * R/pfEx.R renamed to pfLineartBS.R * man/pfEx.Rd renamed to pfLineartBS.Rd * R/bspfGaussianOptimal.R tweaked & standardised plotting. * R/pfNonlinBS.R fixed plotting bug. * deprecated/ moved all rareEvents files here. 2012-03-17 Adam Johansen * man/pfEx.Rd updated to reflect previous changes. * NAMESPACE removed rareEvents * src/rareEvents.cpp moved to src/rareEvents. * src/simfunctions.cpp idem. * inst/include/simfunctions.h moved to inst/include/rareEvents. * inst/include/markovchains idem * man/rareEventsEx.Rd moved to man/rareEvents. * R/rareEventsEx.R moved to R/rareEvents. 2012-03-16 Dirk Eddelbuettel * src/pf.cpp: - Changed to get example data from R and pass to vector of cv_obs - Added optional plotting callback to visualize estimation progress * R/pfEx.R: - Added a helper func. to read data, restructured pfEx() - Support optional plotting callback; provided sample function * man/pfEx.Rd: Updated accordingly 2012-03-16 Adam Johansen * NAMESPACE: Added pfNonlinBS. * src/pfnonlinbS.cpp: Bootstrap particle nonlinear particle filter example. * inst/include/pfnonlinbs.h: Header for the same. * R/pfNonlinBS.R: Minimal wrapper and output for the same. * man/pfNonlinBS.Rd: Minimal documentation for the same. 2012-03-15 Dirk Eddelbuettel * src/pf.cpp: Another new/delete cleanup 2012-03-15 Adam Johansen * Standardized file extensions .h and .cpp * src/blockpfgaussianoptfuncs.cpp merged into src/blockpfgaussianopt.cpp. * src/pffuncs.cpp merged into src/pf.cpp. 2012-03-13 Dirk Eddelbuettel * src/blockpfgaussianoptfuncs.cc: minor new/delete fix 2012-03-13 Adam Johansen * NAMESPACE: Added blockpfGaussianOpt. * inst/include/blockpfguassianopt.hh: Declarations for univariate block-sampling particle filter implementation. * src/blockpfguassianopt.cc: Main file for univariate block-sampling particle filter implementation. * src/blockpfguassianoptfuncs.cc: Internal functions for same. * R/blockpfguassianopt.R: Minimal wrapper and output plotting for same. * doc/blockpfguassianopt.Rd: Added minimal documentation. 2012-01-21 Dirk Eddelbuettel * DESCRIPTION: Version 0.0.2 * inst/include/rngR.h: New implementation of the RNG class, relying solely on R thus removing the need to build against the GSL * inst/include/rng.hh: #ifdef'ed out as GNU GSL RNGs no longer used * src/rng.cc: Idem * src/simfunctions.cc: Idem; and two calls changed from GSL to R * inst/include/sampler.hh: Comment out ctor with GSL RNG type * inst/include/smctc.hh: Include new rngR.h instead of rng.hh * src/pffuncs.cc: Idem * src/Makevars: Remove GSL vars for compilation 2012-01-15 Dirk Eddelbuettel * src/rareEventsEx.cpp: Adapted main() from rare-events/main.cc in the SMCTC sources * src/simfunctions.hh: Also imported from rare-events/, and renamed fInitialize to fInitializMC as the library already fInitialize * src/simfunctions.hh: Dito * src/markovchains/markovchain.h: Also imported from rare-events/ * R/rareEvents.R: Added minimal wrapper function * man/rareEvents.Rd: Added minimal manual page 2012-01-11 Dirk Eddelbuettel * Initial commit to R-Forge; package is still very bare but at least passes R CMD check now that it has a man page too 2012-01-07 Dirk Eddelbuettel * Bare-bones wrapping of Adam Johansen's nice SMCTC library described in his 2009 paper in the Journal of Statistical Software paper