R package RcppSMC: Rcpp Bindings for Sequential Monte Carlo. R access to the Sequential Monte Carlo Template Classes by Johansen (Journal of Statistical Software, 2009, v30, i6) is provided. At present, two additional examples have been added, and the first example from the JSS paper has been extended. Further integration and extensions are planned.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Johan Dahlin, Thomas B. Schön: Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models (2019) not zbMATH
- Adrien Todeschini, Francois Caron, Marc Fuentes, Pierrick Legrand, Pierre Del Moral: Biips: Software for Bayesian Inference with Interacting Particle Systems (2014) arXiv