Installation
About
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.
github.com/rcppsmc/rcppsmc | |
dirk.eddelbuettel.com/code/rcpp.smc.html | |
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