Showing 1 of total 1 results (show query)
rcppsmc
RcppSMC:Rcpp Bindings for Sequential Monte Carlo
R access to the Sequential Monte Carlo Template Classes by Johansen <doi:10.18637/jss.v030.i06> is provided. At present, four additional examples have been added, and the first example from the JSS paper has been extended. Further integration and extensions are planned.
Maintained by Dirk Eddelbuettel. Last updated 3 months ago.
particle-filterrcppsequantial-monte-carloopenblascpp
25 stars 5.35 score 7 scripts