Rcpp Bindings for Sequential Monte Carlo

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Documentation for package ‘RcppSMC’ version 0.2.7

• DESCRIPTION file.
• Package NEWS.

Help Pages

blockpfGaussianOpt	Block Sampling Particle Filter (Linear Gaussian Model; Optimal Proposal)
compareNCestimates	Conditional Sequential Monte Carlo Examples
kalmanFFBS	Conditional Sequential Monte Carlo Examples
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)
RcppSMC.package.skeleton	Create a skeleton for a new package that intends to use RcpSMCp
simGaussian	Block Sampling Particle Filter (Linear Gaussian Model; Optimal Proposal)
simGaussianSSM	Conditional Sequential Monte Carlo Examples
simLineart	Particle Filter Example
simNonlin	Simulates from a simple nonlinear state space model.