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SMC (version 1.0)

Sequential Monte Carlo (SMC) Algorithm

Description

provides functions for particle filtering, auxiliary particle filtering and sequential Monte Carlo algorithms

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Version

Install

install.packages('SMC')

Monthly Downloads

7

Version

1.0

License

GPL (>= 2)

Maintainer

Gopi Goswami

Last Published

February 15th, 2017

Functions in SMC (1.0)

sequentialMonteCarlo

The sequential Monte Carlo (SMC) algorithm
utilsForExamples

The utility function(s) for examples
particleFilter

The particle filtering algorithm
auxiliaryParticleFilter

The auxiliary particle filtering algorithm
print

The printing family of functions