Rcpp Bindings for Sequential Monte Carlo

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Documentation for package ‘RcppSMC’ version 0.1.5

Help Pages

blockpfGaussianOpt Block Sampling Particle Filter (Linear Gaussian Model; Optimal Proposal)
pfLineartBS Particle Filter Example
pfLineartBSOnlinePlot Particle Filter Example
pfNonlinBS Nonlinear Bootstrap Particle Filter (Univariate Non-Linear State Space Model)
simGaussian Block Sampling Particle Filter (Linear Gaussian Model; Optimal Proposal)
simLineart Particle Filter Example
simNonlin Nonlinear Bootstrap Particle Filter (Univariate Non-Linear State Space Model)