Wed, 22 Mar 2023

RcppSMC 0.2.7 on CRAN: Extensions and Update

A new release 0.2.7 of our RcppSMC package arrived at CRAN earlier today. It contains several extensions added by team member (and former GSoC student) Ilya Zarubin since the last release. We were a little slow to release those—but “one of those CRAN emails” forced our hand for a release now. The updated ‘uninitialized variable’ messages in clang++-16 have found a fan in Brian Ripley, and so he sent us a note. And as the issue was trivially reproducible with clang++-15 here too I had it fixed in no time. And both changes taken together form the incremental 0.2.7 release.

RcppSMC provides Rcpp-based bindings to R for the Sequential Monte Carlo Template Classes (SMCTC) by Adam Johansen described in his JSS article. Sequential Monte Carlo is also referred to as Particle Filter in some contexts. The package now also features the Google Summer of Code work by Leah South in 2017, and by Ilya Zarubin in 2021.

The release is summarized below.

Changes in RcppSMC version 0.2.7 (2023-03-22)

  • Extensive extensions for conditional SMC and resample, updated hello_world example, added skeleton function for easier package creation (Ilya in #67,#72)

  • Small package updates (Dirk in #75 fixing #74)

Courtesy of my CRANberries, there is a diffstat report for this release.

More information is on the RcppSMC page. Issues and bugreports should go to the GitHub issue tracker.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

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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