cran/SMC
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### $Id: README,v 1.2 2008/02/04 19:57:55 goswami Exp $ README for the SMC package -------------------------- ================================================================================ QQ. Why did you write the back-end of this package in C and not in R? AA. For the sake of speed (in research), one could ideally implement user-provided "Required functions" of this package (e.g., generateNextStreamsFunc and logObsDensFunc for particleFilter) in C. Note, the user-provided "Optional functions" (e.g., resampCriterionFunc, resampFunc and summaryFunc) are already implemented in C. The interface of this package, however, needs that the user provides the above-mentioned functions implemented in R, which slows down the underlying C code because of constant back and forth between the C-space and the R-space. There is TODO feature of this package, which will be only beneficial to the advanced user who knows how to make R and C talk. One of the future releases of this package will entertain the above-mentioned user-provided functions written in C by the user. Of course, that will entail building the package from source by the user without errors, but hey, here the assumption is that the user is advanced! And then things will be as fast as it gets, due to minimal back and forth between the C-space and the R-space. ---Happy coding and research!---
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❗ This is a read-only mirror of the CRAN R package repository. SMC — Sequential Monte Carlo (SMC) Algorithm
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