Sat, 03 May 2014

RcppSMC 0.1.3 and 0.1.4

The very useful Valgrind tool had flagged an actual error in the package which the CRAN maintainers asked us to address. This was followed by a minor brown-bad oversight of a missing delete, also tagged by Valgrind. Both are pretty ancient bugs which we probably should have found aeons ago. Releases 0.1.3 and 0.1.4 made it to CRAN yesterday in short succession.

To recap, 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.

The two NEWS entries are below:

Changes in RcppSMC version 0.1.4 (2014-05-02)

• Added missing delete operator to destructor in sampler

Changes in RcppSMC version 0.1.3 (2014-05-01)

• Bugfix in Sampler.iterate() for memory overrun detected by valgrind

Courtesy of CRANberries, there are also diffstat reports for 0.1.3. and 0.1.4. 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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