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SMC (version 1.1)

Sequential Monte Carlo (SMC) Algorithm

Description

particle filtering, auxiliary particle filtering and sequential Monte Carlo algorithms

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Version

Install

install.packages('SMC')

Monthly Downloads

7

Version

1.1

License

GPL (>= 2)

Maintainer

Gopi Goswami

Last Published

December 11th, 2011

Functions in SMC (1.1)

print

The printing family of functions
common.1

The Common stuff for particleFilter, auxiliaryParticleFilter and sequentialMonteCarlo
auxiliaryParticleFilter

The auxiliary particle filtering algorithm
sequentialMonteCarlo

The sequential Monte Carlo (SMC) algorithm
particleFilter

The particle filtering algorithm
utilsForExamples

The utility function(s) for examples