2023-03-22 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.2.7 * README.md: Also add DOI 2023-03-21 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll minor version * inst/include/history.h (historyelement): Initialize three variable which addresses a clang++ notice * man/cSMCexamples.Rd: URL update to please R CMD check 2022-11-29 Dirk Eddelbuettel * .github/workflows/ci.yaml (jobs): Update to actions/checkout@v3 2022-06-06 Ilya Zarubin * R/cSMCexamples.R: add facilities for testing of conditional SMC and corresponding cond. resampling via a simulation study that compares estimates of the normalizing constant for standard, conditional BPF to KF output in a LGSSM and visualizes the output * R/simGaussianSSM.R: simulates artificial data from a LGSSM * inst/include/cSMCexamples.h: header file for compareNCestimates_imp * src/cSMCexamples.cpp: define compareNCestimates_imp as the main workhorse of the simulation study * man/cSMCexamples.Rd: add function documentation and model description * inst/include/conditionalSampler.h: major revision of conditional resampling with 2 bugfixes for stratified/systematic resampling and adding conditional residual resampling 2022-04-26 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll minor version 2022-04-22 Ilya Zarubin * R/RcppSMCpackageSkeleton.R: add skeleton function for straightforward package creation of external packages that make use of RcppSMC * man/RcppSMCpackageSkeleton.Rd: add skeleton function documentation * inst/skeleton/rcppsmc_hello_world.cpp: C++ example function to compute sum of logarithmic particle weights * inst/skeleton/rcppsmc_hello_world.Rd: add documentation of above 2021-12-18 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.2.6 * man/pfLineartBS.Rd: Replace one \url with \doi * README.md: Remove unused continuous integration artifact and badge 2021-11-25 Dirk Eddelbuettel * src/LinReg.cpp: Remove 'using namespace std;' for g++-11 builds * src/LinReg_LA.cpp: Idem * src/LinReg_LA_adapt.cpp: Idem 2021-10-10 Dirk Eddelbuettel * README.md: Update JSS url to doi form per JSS request * man/pfLineartBS.Rd: Idem 2021-09-09 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.2.5 2021-09-08 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll minor version * inst/include/conditionalSampler.h: Use std::pow * README.md: Belatedly add Ilya 2021-09-01 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.2.4 2021-08-15 Ilya Zarubin * inst/include/conditionalSampler.h: add support for printing of conditional sampler class to print particle value, log-weight and normalized output with possibility to round values before prinint 2021-08-14 Ilya Zarubin * inst/include/conditionalSampler.h: override redundant methods derived from base class sampler to throw an exception (error) when using them to prohibit the user from accessing these unsupported facilities * inst/include/conditionalSampler.h: remove all calls to methods of unsupported adaptation and MCMC-move facilities and adjust histel.Set() calls to not use parameters related to adaptation or MCMC-moves * inst/include/history.h: overload histel.Set() s.th. setting of data members that are related to adaptation or MCMC-move facilities is prohibited * inst/include/smc-exception.h: add exception macros for exceptions related to calls of redundant methods (see first bullet point) 2021-08-11 Ilya Zarubin * inst/include/conditionalSampler.h: resolve nondependent name look-up in derived conditionalSampler class via using-statements instead of explicit naming to make code cleaner and facilitate readability (implicit name look- up via this-> pointer remains where necessary) 2021-08-09 Ilya Zarubin * inst/include/conditionalSampler.h: small Bugfix related to stratified and systematic conditional resampling 2021-08-07 Ilya Zarubin * inst/include/conditionalSampler.h: improve sampling step from discrete uniform distribution + some minor fixes 2021-08-04 Ilya Zarubin * inst/include/conditionalSampler.h: add blueprint version of conditional residual resampling: currently WIP to be finished later 2021-08-04 Ilya Zarubin * inst/include/conditionalSampler.h: add preliminary implementation of multinomial, stratified, and systematic conditional resampling 2021-08-03 Ilya Zarubin * inst/include/conditionalSampler.h: copy conditional sampler content from inst/include/sampler.h to new file inst/include/conditionalSampler.handled * inst/include/sampler.h: delete content of conditional Sampler from this file * inst/include/RcppSMC.h: add new header file conditionalSampler.h to list of all headers 2021-08-01 Ilya Zarubin * inst/include/sampler.h: add random permutation as a preliminary quick fix of current facilities to support conditional multinomial resampling 2021-07-28 Ilya Zarubin * inst/include/moveset.h: add virtual functions for setting conditional particle coordinate and re-weighting of that; update construct for moveset * inst/include/sampler.h: add container and getters/setters for reference trajectory, conditional multinomial resampling and and some minor bufixes 2021-07-23 Ilya Zarubin [brief summary of commits 2f30971, a40bf66, 8abdc6e, e631e51, e2a10ff] * inst/include/sampler.h: add facilities for conditional SMC * inst/include/moveset.h: add user specified weighting facilities for conditional coordinates * inst/include/population.h: add function to set just one particle log weight 2021-06-23 Ilya Zarubin * inst/include/history.h: add facilities for tracking of ancestral lines (mostly additions to the historyelement class) * inst/include/sampler.h: add computation of ancestral lines making us of updated facilities from the historyelement class; conditional switch allowing for an additional HistoryType::AL 2021-05-21 Dirk Eddelbuettel * DESCRIPTION (URL, BugReports): Added 2021-05-20 Dirk Eddelbuettel * src/RcppExports.cpp: Updated * R/RcppExports.R: Idem 2021-05-20 Ilya Zarubin * src/nonLinPMMH.cpp: add user output (mcmc diagnostics) and return acceptance rate for this example * R/nonLinPMMH.R: adjust call to the nonLinPMMH_impl() function accordingly 2021-02-10 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.2.3 2021-02-10 Leah F. South * .Rbuildignore: .github/ added. 2021-02-09 Leah F. South [ Changes below made much earlier and merged now] * inst/include/moveset.h: Switching to inheritance for the moveset while maintaining backwards compatibility (except for the choice of multiple moves). * inst/include/sampler.h: Idem. * inst/include/blockpfgaussianopt.h: Idem. * inst/include/LinReg.h: Idem. * inst/include/LinReg_LA.h: Idem. * inst/include/LinReg_LA_adapt.h: Idem. * inst/include/nonLinPMMH.h: Idem. * inst/include/pflineart.h: Idem. * inst/include/pfnonlinbs.h: Idem. * src/blockpfgaussianopt.cpp: Idem. * src/LinReg.cpp: Idem. * src/LinReg_LA.cpp: Idem. * src/LinReg_LA_adapt.cpp: Idem. * src/nonLinPMMH.cpp: Idem. * src/pflineart.cpp: Idem. * src/pfnonlinbs.cpp: Idem. 2021-01-12 Dirk Eddelbuettel * .github/workflows/ci.yaml: Add CI runner using r-ci * README.md: Add new badge 2020-08-29 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.2.2 * R/bspfGaussianOptimal.R (blockpfGaussianOpt): Use return() as requested by CRAN, plus minor whitespace and assignment edits * inst/include/pflineart.h: Add trailing newline * man/LinReg.Rd: Remove non-standard \concept{} * man/pflineartBS.Rd: Use https in URLs * inst/NEWS.Rd: Idem 2020-07-19 Dirk Eddelbuettel * README.md: Add 'last commit' badge * .travis.yml: Update to 'bionic' and R 4.0.* 2018-09-02 Dirk Eddelbuettel * .travis.yml: Minor update to commented-out PPA for R 3.5 2018-03-18 Leah F. South * inst/include/moveset.h: Changed the assignment overloader to use a const reference. * inst/include/sampler.h: Added a missing return to the sampler assignment overloading function. 2018-03-18 Adam M. Johansen * inst/NEWS.Rd: Duplicate entry removed. * .editorconfig: Added. * .Rbuildignore: .editorconfig added. 2018-03-18 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.2.1 * inst/NEWS.Rd: Updated 2018-03-17 Dirk Eddelbuettel * inst/include/history.h: Use std::pow * inst/include/sampler.h: Idem * src/LinReg.cpp: Idem * src/LinReg_LA_adapt.cpp: Idem * src/nonLinPMMH.cpp: Idem * src/pflineart.cpp: Idem * src/pfnonlinbs.cpp: Idem * DESCRIPTION (Version, Date): New minor version 2018-03-16 Adam M. Johansen * README.md: Added link to rcppsmc google group. 2018-03-13 Tiberiu Lepadatu * inst/include/sampler.h: Improve the history getters so we can have a more natural interface to work with. * src/LinReg_LA_adapt.cpp: Replace the old methods. 2018-03-03 Adam M. Johansen * src/pfnonlinbs.cpp (pfNonlinBS_impl): Bugfix for SD estimation. (nonlinbs): Changed initial variance for consistency with simulator. 2018-01-30 Martin Lysys * inst/include/sampler.h: Corrected sampler copy ctor/assignment 2018-01-26 Dirk Eddelbuettel * R/plugin.R (inlineCxxPlugin): Plugin support for Rcpp Attributes and inline * inst/inclide/RcppSMC.h: Header for plugin use 2018-01-24 Dirk Eddelbuettel * DESCRIPTION (Version, Date): New minor version * README.md: Correct link for Travis CI badge 2018-01-23 Martin Lysys * inst/include/history.h: Converted for header-only library use * inst/include/populattion.h: Ditto * inst/include/sampler.h: Ditto * inst/include/smc-exception.h: Ditto * inst/include/statisModelAdapt.h: Ditto * deprecated/*cpp: Moved several now replaced cppp files 2017-11-27 Dirk Eddelbuettel * DESCRIPTION (Version, Date): New minor version 2017-11-14 Brian Ni * inst/include/sampler.h: Add copy constructor and assignment overloading 2017-08-28 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.2.0 2017-08-11 Leah South * inst/include/adaptMethods.h: Changing the name (from algParams.h) and removing the parameter object so it is not a member of the class. Instead, it is passed by reference to the adaptation functions. * inst/include/moveset.h: Passing a reference to the algorithm parameters to all functions. * inst/include/sampler.h: Adding the parameter object as a member of this class and updating accordingly. Passing the algorithm parameters by reference to the adaptation and initialisation/move/MCMC functions. parameters to all functions. * inst/include/LinReg_LA_adapt.h: Switching to a pointer for the sampler object and passing the parameter objects by reference to the adaptation and move functions. * src/LinReg_LA_adapt.cpp: Idem. Also adding the adaptation object type to the template arguments for moveset. * inst/include/blockpfgaussianopt.h: Adding params to the moveset function arguments with an empty class as the type. * inst/include/LinReg.h: Idem. * inst/include/LinReg_LA.h: Idem. * inst/include/nonLinPMMH.h: Idem. * inst/include/pflineart.h: Idem. * inst/include/pfnonlinbs.h: Idem. * src/blockpfgaussianopt.cpp: Adding params to the moveset function arguments and template arguments for sampler and moveset. Using an empty class as the type. * src/LinReg.cpp: Idem. * src/LinReg_LA.cpp: Idem. * src/nonLinPMMH.cpp: Idem. * src/pflineart.cpp: Idem. * src/pfnonlinbs.cpp: Idem. 2017-08-09 Leah South * R/LinReg.R: Accessing radiata data through RcppSMC:: namespace rather than declaring it global. * R/LinRegLA.R: Idem. * R/LinRegLA_adapt.R: Idem. 2017-08-08 Leah South * src/staticModelAdapt.cpp: Adding missing absolute value to calculations of MCMC repeats. * inst/include/history.h: Adding MCMC repeats to history. * inst/include/sampler.h: Idem. * inst/NEWS: Updating with recent issue tickets and pull requests. * R/LinRegLA_adapt.R: An adaptive version of LinRegLA. * src/LinReg_LA_adapt.cpp: Idem. * inst/include/LinReg_LA_adapt.h: Idem. * man/LinReg.Rd: Documenting the new function. * NAMESPACE: Adding the new function to the namespace. * src/RcppExports.cpp: Regenerated. * R/RcppExports.R: Idem. 2017-08-07 Leah South * inst/include/staticModelAdapt.h: A class for commonly used parameters and methods to adapt them in SMC for static Bayesian models. * src/staticModelAdapt.cpp: The function definitions. * inst/include/sampler.h: Adding an include statement for staticModelAdapt. 2017-08-06 Leah South * inst/include/algParam.h: A base class to contain additional algorithm parameters and virtual functions to adapt them. * inst/include/moveset.h: Changing the MCMC step to perform multiple iterations within the library rather than on user end. * inst/include/sampler.h: Adding an additional template parameter for additional parameters and allowing for optional adaptation at multiple points. * src/LinReg.cpp: Boolean return for MCMC function and setting MCMC repeats separately. * src/LinReg.cpp: Idem. * inst/include/LinReg.h: Idem. * inst/include/LinReg_LA.h: Idem. * src/RcppExports.cpp: Regenerated. * R/RcppExports.R: Idem. 2017-08-04 Adam M. Johansen * R/LinRegLA.R: Suppressing redundant call to data(). * R/LinReg.R: Idem. 2017-08-04 Leah South * R/LinReg.R: Silencing R CMD check --as-cran by not loading data(radiata) into the global workspace. * R/LinRegLA.R: Idem. * inst/NEWS: Adding a line for each of the recent major changes. 2017-08-03 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll minor version * src/RcppExports.cpp: Regenerated * R/RcppExports.R: Ditto 2017-08-03 Leah South * inst/include/sampler.h: Initialising dlogNCPath to 0. * src/nonLinPMMH.cpp: A new example based on using PMMH for a non-linear state space model * inst/include/nonLinPMMH.h: Idem. * R/nonLinPMMH.R: Idem. * man/nonLinPMMH.Rd: Documenting the new example. * NAMESPACE: Adding the new function nonLinPMMH. * R/simNonlin.R: Generalising the function so that it can be used for both nonLinPMMH and pfNonlinBS. * man/simNonlin.Rd: Documenting the function separately because it is used in multiple examples. * man/pfNonlinBS.Rd: Documenting simNonlin separately. 2017-08-02 Dirk Eddelbuettel * R/LinReg.R: Silence R CMD check --as-cran about data(radiate) * R/LinRegLA.R: Ditto * NAMESPACE: Declare two more imports from base packages 2017-08-01 Leah South * inst/include/LinReg.h: Data annealing SMC approach to a linear regression problem. * src/LinReg.cpp: Idem. * R/LinReg.R: Idem. * inst/include/LinReg_LA.h: Likelihood annealing SMC approach to a linear regression problem. * src/LinReg_LA.cpp: Idem. * R/LinRegLA.R: Idem. * man/LinReg.Rd: Documentation for the linear regression examples. * NAMESPACE: Adding LinReg and LinRegLA to the exports. * DESCRIPTION: Setting LazyData to true. * data/radiata.rda: Adding the linear regression example data. * inst/rawdata/radiata-data.csv: Adding a raw version of the linear regression example data. * man/radiata.Rd: Documentation for the dataset 2017-07-27 Leah South * inst/include/sampler.h: Adding log normalising constant estimation capabilities (standard SMC estimator and additional path sampling estimators). Moving ResampleType and HistoryType into namespaces. Taking stableLogSumWeights out. * inst/include/population.h: Moving stableLogSumWeights declaration here. * inst/include/history.h: Changing template parameter from Population to Space to make it easier for users to write path sampling integrands. Adding a function which will be used in the second order trapezoidal integration correction. Using more stable calculations of the log sum of weights. * src/helper.cpp: Adding a source file for untemplated functions of general interest. * src/pflineart.cpp: Updating use of ResampleType and HistoryType * src/pfnonlinbs.cpp: Updating use of ResampleType and HistoryType * src/blockpfgaussianopt.cpp: Updating use of ResampleType and HistoryType and getting log normalising constant ratio estimate. * man/blockpfGaussianOpt.Rd: Adding log evidence normalising constant ratio to the list of returns objects. 2017-07-26 Leah South * inst/include/sampler.h: Removing the helper function Multinomial. 2017-07-25 Leah South * inst/include/rngR.h: Removed (no longer needed with Rcpp attributes) * inst/include/smctc.h: Removing use of rngR * inst/include/blockpfgaussianopt.h: Idem. * inst/include/pflineart.h: Idem. * inst/include/pfnonlinbs.h: Idem. * src/blockpfgaussianopt.cpp: Idem. * src/pflineart.cpp: Idem. * src/pfnonlinbs.cpp: Idem. * inst/include/moveset.h: Removing the use of rngR and correcting the move selector function to work on the particle level. * inst/include/sampler.h: Removing the use of rngR and replacing some C style casts with static_cast. * inst/include/history.h: Including RcppArmadillo header 2017-07-24 Leah South * inst/include/particle.h: Removed (no longer needed now with population.h). * src/init.c: Removed due to use of Rcpp attributes. * src/RcppExports.cpp: Initial creation with Rcpp attributes. * R/RcppExports.R: Initial creation with Rcpp attributes. * inst/include/sampler.h: Adding a function GetParticleWeight() and updating copyright header. * inst/include/blockpfgaussianopt.h: Making full use of the example namespace and updating copyright header. * inst/include/pflineart.h: Creating a namespace for this example, changing the data type to armadillo vectors and updating copyright header. * inst/include/pfnonlinbs.h: Updating copyright header. * src/blockpfgaussianopt.cpp: Using Rcpp attributes, making use of the example namespace, using armadillo vectors and updating copyright header. * src/bspfGaussianOptimal.R: Switching to Rcpp attributes. * src/pfLineartBS.R: Idem. * src/pfNonlinBS.R: Idem. * inst/include/history.h: Updating copyright header. * inst/include/moveset.h: Idem. * inst/include/population.h: Idem. * inst/include/rngR.h: Idem. * inst/include/sampler.h: Idem. * inst/include/smc-exception.h: Idem. * inst/include/smctc.h: Idem. 2017-07-21 Leah South * DESCRIPTION: Adding RcppArmadillo to LinkingTo and updating authors * src/Makevars: Updating for Armadillo use * inst/include/particle.h renamed to population.h and changing from a particle level object to a population level object * inst/include/history.h: updated to reflect population level object, some parts moved to sampler.h * inst/include/moveset.h: updated to reflect population level object * inst/include/sampler.h: - Updated to reflect population level object - Changing structures used internally for resampling to arma::vec - Adding the missing resample and MCMC steps to the Initialise function - Updating history usage and storing at the end of the iterations * inst/include/rngR.h (Multinomial): Input argument arma::vec for weights * inst/include/blockpfgaussianopt.h: Updated initialisation and move functions to reflect above changes. * inst/include/pflineart.h: Idem. * inst/include/pfnonlinbs.h: Idem. * src/blockpfgaussianopt.cpp: Idem. * src/pflineart.cpp: Idem. * src/pfnonlinbs.cpp: Idem. * TODO: Updated to include more detailed plans 2017-07-20 Dirk Eddelbuettel * src/blockpfgaussianopt.cpp (blockpfGaussianOpt_impl): For symbol registration, make C++ function name distinct from R function name * src/pflineart.cpp (pfLineartBS_impl): Idem * src/pfnonlinbs.cpp (pfNonlinBS_impl): Idem * src/init.c: Updated accordingly * R/bspfGaussianOptimal.R (blockpfGaussianOpt): Updated .Call * R/pfLineartBS.R (onlinePlot): Idem * R/pfNonlinBS.R (pfNonlinBS): Idem 2017-03-04 Dirk Eddelbuettel * NAMESPACE: Use .registration=TRUE on useDynLib 2017-03-03 Dirk Eddelbuettel * DESCRIPTION (Date, Version): Version 0.1.5 (Title): Use 'Title Case' (Description): No 'This package' * inst/NEWS.Rd: Use \CRANpkg{} macro * NAMESPACE: Declare additional Imports * README.md: Switch to canonical URLs, update JSS paper URL * src/init.c (R_init_RcppSMC): Call R_registerRoutines() and R_useDynamicSymbols() * R/pfNonlinBS.R (pfNonlinBS): Use PACKAGE= with .Call() * R/bspfGaussianOptimal.R (blockpfGaussianOpt): Idem * R/pfLineartBS.R (onlinePlot): Idem * .travis.yml: Switch to using run.sh for Travis CI 2014-05-02 Dirk Eddelbuettel * DESCRIPTION: Version 0.1.4 * inst/include/sampler.h: Also delete pParticles in destructor 2014-05-01 Dirk Eddelbuettel * DESCRIPTION: Version 0.1.3 2014-05-01 Adam M. Johansen * src/pflineart.cpp: Bug fix reduces number of calls of Sampler.iterate() by 1; resolves memory overrun issue. 2014-02-06 Dirk Eddelbuettel * DESCRIPTION: Version 0.1.2 * DESCRIPTION: Now Imports: rather than Depends: on Rcpp (and methods), also require Rcpp (>= 0.11.0) for new no-linking build * NAMESCPAE: Add an importFrom(Rcpp, evalCpp) for Rcpp 0.11.0 * src/Makevars (PKG_CPPFLAGS): No longer need PKG_LIBS for Rcpp 2013-12-14 Dirk Eddelbuettel * DESCRIPTION: Version 0.1.1.3 as minor dev version, next release as 0.1.2 * .travis.yml: Added for Github / Travis support * .gitignore: Added for git support * .Rbuildignore: Exclude a few more development files from tarball * R/pfLineartBS.R (onlinePlot): Replace x11() by dev.new() 2013-02-11 Adam Johansen * DESCRIPTION: Version 0.1.1.2 as minor dev version, next release as 0.1.2 * R/pfNonlinBS.R: Automatically simulate data, and warn, if none supplied. 2013-02-10 Dirk Eddelbuettel * DESCRIPTION: Version 0.1.1.1 as minor dev version, next release as 0.1.2 * R/pfNonlinBS.R: Corrected test for missing data in call 2012-05-14 Dirk Eddelbuettel * DESCRIPTION: Version 0.1.1 2012-05-13 Dirk Eddelbuettel * inst/include/sampler.h: Use explicit std::max() for g++-4.7 2012-03-21 Dirk Eddelbuettel * DESCRIPTION: Version 0.1.0 * src/rng.cpp: Moved old GSL-based RNG code to deprecated/ * inst/include/rng.h: Idem * man/pfLineartBS.Rd: Callback-to-R example only if interactive() 2012-03-21 Adam Johansen * R/pfLineartBS.R Added function to dynamically set the range of the online plot. 2012-03-19 Adam Johansen * R/simGaussian.R Added data-simulating function * R/simLineart.R Idem * R/simNonlin.R Idem * man/blockpfGaussianOpt.Rd Added simulator doc and example usage. * man/pfLineartBS.Rd Idem * man/pfNonlinBS.Rd Idem * NAMESPACE Added data-simulating functions to namespace 2012-03-18 Dirk Eddelbuettel * R/pfLineartBS.R: Adjust naming of the two helper functions * man/pfLineartBS.Rd: Idem 2012-03-18 Adam Johansen * src/pfEx.cpp renamed to pflineartbs.cpp * inst/include/pffuncs.h renamed to pflineartbs.h * R/pfEx.R renamed to pfLineartBS.R * man/pfEx.Rd renamed to pfLineartBS.Rd * R/bspfGaussianOptimal.R tweaked & standardised plotting. * R/pfNonlinBS.R fixed plotting bug. * deprecated/ moved all rareEvents files here. 2012-03-17 Adam Johansen * man/pfEx.Rd updated to reflect previous changes. * NAMESPACE removed rareEvents * src/rareEvents.cpp moved to src/rareEvents. * src/simfunctions.cpp idem. * inst/include/simfunctions.h moved to inst/include/rareEvents. * inst/include/markovchains idem * man/rareEventsEx.Rd moved to man/rareEvents. * R/rareEventsEx.R moved to R/rareEvents. 2012-03-16 Dirk Eddelbuettel * src/pf.cpp: - Changed to get example data from R and pass to vector of cv_obs - Added optional plotting callback to visualize estimation progress * R/pfEx.R: - Added a helper func. to read data, restructured pfEx() - Support optional plotting callback; provided sample function * man/pfEx.Rd: Updated accordingly 2012-03-16 Adam Johansen * NAMESPACE: Added pfNonlinBS. * src/pfnonlinbS.cpp: Bootstrap particle nonlinear particle filter example. * inst/include/pfnonlinbs.h: Header for the same. * R/pfNonlinBS.R: Minimal wrapper and output for the same. * man/pfNonlinBS.Rd: Minimal documentation for the same. 2012-03-15 Dirk Eddelbuettel * src/pf.cpp: Another new/delete cleanup 2012-03-15 Adam Johansen * Standardized file extensions .h and .cpp * src/blockpfgaussianoptfuncs.cpp merged into src/blockpfgaussianopt.cpp. * src/pffuncs.cpp merged into src/pf.cpp. 2012-03-13 Dirk Eddelbuettel * src/blockpfgaussianoptfuncs.cc: minor new/delete fix 2012-03-13 Adam Johansen * NAMESPACE: Added blockpfGaussianOpt. * inst/include/blockpfguassianopt.hh: Declarations for univariate block-sampling particle filter implementation. * src/blockpfguassianopt.cc: Main file for univariate block-sampling particle filter implementation. * src/blockpfguassianoptfuncs.cc: Internal functions for same. * R/blockpfguassianopt.R: Minimal wrapper and output plotting for same. * doc/blockpfguassianopt.Rd: Added minimal documentation. 2012-01-21 Dirk Eddelbuettel * DESCRIPTION: Version 0.0.2 * inst/include/rngR.h: New implementation of the RNG class, relying solely on R thus removing the need to build against the GSL * inst/include/rng.hh: #ifdef'ed out as GNU GSL RNGs no longer used * src/rng.cc: Idem * src/simfunctions.cc: Idem; and two calls changed from GSL to R * inst/include/sampler.hh: Comment out ctor with GSL RNG type * inst/include/smctc.hh: Include new rngR.h instead of rng.hh * src/pffuncs.cc: Idem * src/Makevars: Remove GSL vars for compilation 2012-01-15 Dirk Eddelbuettel * src/rareEventsEx.cpp: Adapted main() from rare-events/main.cc in the SMCTC sources * src/simfunctions.hh: Also imported from rare-events/, and renamed fInitialize to fInitializMC as the library already fInitialize * src/simfunctions.hh: Dito * src/markovchains/markovchain.h: Also imported from rare-events/ * R/rareEvents.R: Added minimal wrapper function * man/rareEvents.Rd: Added minimal manual page 2012-01-11 Dirk Eddelbuettel * Initial commit to R-Forge; package is still very bare but at least passes R CMD check now that it has a man page too 2012-01-07 Dirk Eddelbuettel * Bare-bones wrapping of Adam Johansen's nice SMCTC library described in his 2009 paper in the Journal of Statistical Software paper