Rcpp Bindings for Sequential Monte Carlo

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Documentation for package ‘RcppSMC’ version 0.2.6

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blockpfGaussianOpt Block Sampling Particle Filter (Linear Gaussian Model; Optimal Proposal)
LinReg Simple Linear Regression
LinRegLA Simple Linear Regression
LinRegLA_adapt Simple Linear Regression
nonLinPMMH Particle marginal Metropolis-Hastings for a non-linear state space model.
pfLineartBS Particle Filter Example
pfLineartBSOnlinePlot Particle Filter Example
pfNonlinBS Nonlinear Bootstrap Particle Filter (Univariate Non-Linear State Space Model)
radiata Radiata pine dataset (linear regression example)
simGaussian Block Sampling Particle Filter (Linear Gaussian Model; Optimal Proposal)
simLineart Particle Filter Example
simNonlin Simulates from a simple nonlinear state space model.