Mon, 10 Feb 2014

RcppSMC 0.1.2

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

RcppSMC 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 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.

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