RcppSMC: Rcpp 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.

Authors

Dirk Eddelbuettel and Adam M. Johansen

License

GPL (>= 2)