A brand new release 0.2.4 of the RcppSMC package arrived on CRAN earlier today, with a dual delay for CRAN closing for a well-earned break, and then being overwhelmed when reopening. Other than that the processing was again versy smooth.
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 started when I put some Rcpp bindings together based on Adam’s paper and library. It grew when Adam and I supervised Leah South during the 2017 iteration of the Google Summer of Code. And … now it grew again as we have Adam, Leah and myself looking over the shoulders of Ilya Zarubin who did very fine work during the 2021 iteration of the Google Summer of Code that just concluded! So we are now GSoC squared!
This release is effectively all work by Ilya and summarized below.
Changes in RcppSMC version 0.2.4 (2021-09-01)
Multiple Sequential Monte Carlo extensions (Ilya Zarubin as part of Google Summer of Code 2021)
Add URL and BugReports to DESCRIPTION (Dirk in #53)
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