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.
||Rcpp (≥ 0.9.0), methods|
||Dirk Eddelbuettel and Adam M. Johansen|
||Dirk Eddelbuettel <edd at debian.org>|
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|