RcppSMC 0.1.2

February 10, 2014

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

Late last week, and just before leaving to participate in
this crazy thing,
I managed to get a new version of
RcppSMC onto

combines the SMCTC template classes for Sequential Monte Carlo and Particle
Filters (Johansen, 2009, JSS) with the Rcpp package for R/C++ Integration
(Eddelbuettel and Francois, 2011, JSS) and thereby allows for easier and more
direct access from R to the computational core of the Sequential Monte Carlo algorithm.

This release regroups a few minor changes we accumulated over the last few
months, but was triggered by the
Rcpp 0.11.0 release
last week.

The NEWS entry is below:

Changes in RcppSMC version 0.1.2 (2014-02-06)

  • Updated for Rcpp 0.11.0 with explicit importFrom
    in NAMESPACE and corresponding versioned Imports: in DESCRIPTION;
    also removed linking instruction from src/Makevars as no it
    is longer needed with this new Rcpp version

  • Addded GitHub / Travis CI support

  • Use more portable dev.new() rather than x11() in pfLinearBS.R

  • Applied some corrections to pfNonlinBS.R example

  • Converted NEWS to NEWS.Rd

Courtesy of
CRANberries, there
is also a diffstat report
relative to the previous release.
As always, more detailed information is on the RcppSMC page,

This post by Dirk Eddelbuettel
originated on his Thinking inside the box blog.
Please report excessive re-aggregation in third-party for-profit settings.

To leave a comment for the author, please follow the link and comment on their blog: Thinking inside the box .

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