RcppSMC: Rcpp bindings for Sequential Monte Carlo

This package provides R with access to the Sequential Monte Carlo Template Classes by Johansen (Journal of Statistical Software, 2009, v30, i6). At present, two additional examples have been added, and the first example from the JSS paper has been extended. Further integration and extensions are planned.

Version: 0.1.4
Imports: Rcpp (≥ 0.11.0), methods
LinkingTo: Rcpp
Published: 2014-05-02
Author: Dirk Eddelbuettel and Adam M. Johansen
Maintainer: Dirk Eddelbuettel <edd at debian.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS ChangeLog
CRAN checks: RcppSMC results

Downloads:

Reference manual: RcppSMC.pdf
Package source: RcppSMC_0.1.4.tar.gz
Windows binaries: r-devel: RcppSMC_0.1.4.zip, r-release: RcppSMC_0.1.4.zip, r-oldrel: RcppSMC_0.1.4.zip
OS X Snow Leopard binaries: r-release: RcppSMC_0.1.4.tgz, r-oldrel: RcppSMC_0.1.4.tgz
OS X Mavericks binaries: r-release: RcppSMC_0.1.4.tgz
Old sources: RcppSMC archive