2025-05-10 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.2.8
2025-01-09 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Roll micro version and date
2025-01-08 Dirk Eddelbuettel <edd@debian.org>
* man/cSMCexamples.Rd: Correct use of \itemize and \item
2024-10-24 Leah South <leah.south@hdr.qut.edu.au>
* DESCRIPTION (Authors@R): Added my email address and ORCID.
2024-10-23 Adam Johansen <adam.johansen@gmail.com>
* DESCRIPTION (Authors@R): Added my email address and ORCID.
2024-10-22 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Authors@R): Added
2024-04-08 Dirk Eddelbuettel <edd@debian.org>
* .github/workflows/ci.yaml (jobs): Update to actions/checkout@v4,
add r-ci-setup actions
2023-03-22 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.2.7
* README.md: Also add DOI
2023-03-21 Dirk Eddelbuettel <edd@debian.org>
* 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 <edd@debian.org>
* .github/workflows/ci.yaml (jobs): Update to actions/checkout@v3
2022-06-06 Ilya Zarubin <ilya.a.zarub@gmail>
* 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 <edd@debian.org>
* DESCRIPTION (Version, Date): Roll minor version
2022-04-22 Ilya Zarubin <ilya.a.zarub@gmail>
* 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 <edd@debian.org>
* 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 <edd@debian.org>
* 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 <edd@debian.org>
* README.md: Update JSS url to doi form per JSS request
* man/pfLineartBS.Rd: Idem
2021-09-09 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.2.5
2021-09-08 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Roll minor version
* inst/include/conditionalSampler.h: Use std::pow
* README.md: Belatedly add Ilya
2021-09-01 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.2.4
2021-08-15 Ilya Zarubin <ilya.a.zarub@gmail.com>
* 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 <ilya.a.zarub@gmail.com>
* 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 <ilya.a.zarub@gmail.com>
* 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 <ilya.a.zarub@gmail.com>
* inst/include/conditionalSampler.h: small Bugfix related to
stratified and systematic conditional resampling
2021-08-07 Ilya Zarubin <ilya.a.zarub@gmail.com>
* inst/include/conditionalSampler.h: improve sampling step from
discrete uniform distribution + some minor fixes
2021-08-04 Ilya Zarubin <ilya.a.zarub@gmail.com>
* inst/include/conditionalSampler.h: add blueprint version of
conditional residual resampling: currently WIP to be finished later
2021-08-04 Ilya Zarubin <ilya.a.zarub@gmail.com>
* inst/include/conditionalSampler.h: add preliminary implementation
of multinomial, stratified, and systematic conditional resampling
2021-08-03 Ilya Zarubin <ilya.a.zarub@gmail.com>
* 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 <ilya.a.zarub@gmail.com>
* 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 <ilya.a.zarub@gmail.com>
* 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 <ilya.a.zarub@gmail.com>
[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 <ilya.a.zarub@gmail.com>
* 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 <edd@debian.org>
* DESCRIPTION (URL, BugReports): Added
2021-05-20 Dirk Eddelbuettel <edd@debian.org>
* src/RcppExports.cpp: Updated
* R/RcppExports.R: Idem
2021-05-20 Ilya Zarubin <ilya.a.zarub@gmail.com>
* 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 <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.2.3
2021-02-10 Leah F. South <leah.south@hdr.qut.edu.au>
* .Rbuildignore: .github/ added.
2021-02-09 Leah F. South <leah.south@hdr.qut.edu.au>
[ 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 <edd@debian.org>
* .github/workflows/ci.yaml: Add CI runner using r-ci
* README.md: Add new badge
2020-08-29 Dirk Eddelbuettel <edd@debian.org>
* 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 <edd@debian.org>
* README.md: Add 'last commit' badge
* .travis.yml: Update to 'bionic' and R 4.0.*
2018-09-02 Dirk Eddelbuettel <edd@debian.org>
* .travis.yml: Minor update to commented-out PPA for R 3.5
2018-03-18 Leah F. South <leah.south@hdr.qut.edu.au>
* 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 <adam.johansen@gmail.com>
* inst/NEWS.Rd: Duplicate entry removed.
* .editorconfig: Added.
* .Rbuildignore: .editorconfig added.
2018-03-18 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.2.1
* inst/NEWS.Rd: Updated
2018-03-17 Dirk Eddelbuettel <edd@debian.org>
* 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 <adam.johansen@gmail.com>
* README.md: Added link to rcppsmc google group.
2018-03-13 Tiberiu Lepadatu <tiberiulepadatu14@gmail.com>
* 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 <adam.johansen@gmail.com>
* src/pfnonlinbs.cpp (pfNonlinBS_impl): Bugfix for SD estimation.
(nonlinbs): Changed initial variance for consistency with simulator.
2018-01-30 Martin Lysys <mlysy@uwaterloo.ca>
* inst/include/sampler.h: Corrected sampler copy ctor/assignment
2018-01-26 Dirk Eddelbuettel <edd@debian.org>
* R/plugin.R (inlineCxxPlugin): Plugin support for Rcpp Attributes
and inline
* inst/inclide/RcppSMC.h: Header for plugin use
2018-01-24 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): New minor version
* README.md: Correct link for Travis CI badge
2018-01-23 Martin Lysys <mlysy@uwaterloo.ca>
* 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 <edd@debian.org>
* DESCRIPTION (Version, Date): New minor version
2017-11-14 Brian Ni <binxiangni@gmail.com>
* inst/include/sampler.h: Add copy constructor and assignment
overloading
2017-08-28 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.2.0
2017-08-11 Leah South <leah.south@hdr.qut.edu.au>
* 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 <leah.south@hdr.qut.edu.au>
* 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 <leah.south@hdr.qut.edu.au>
* 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 <leah.south@hdr.qut.edu.au>
* 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 <leah.south@hdr.qut.edu.au>
* 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 <adam.johansen@gmail.com>
* R/LinRegLA.R: Suppressing redundant call to data().
* R/LinReg.R: Idem.
2017-08-04 Leah South <leah.south@hdr.qut.edu.au>
* 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 <edd@debian.org>
* DESCRIPTION (Version, Date): Roll minor version
* src/RcppExports.cpp: Regenerated
* R/RcppExports.R: Ditto
2017-08-03 Leah South <leah.south@hdr.qut.edu.au>
* 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 <edd@debian.org>
* 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 <leah.south@hdr.qut.edu.au>
* 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 <leah.south@hdr.qut.edu.au>
* 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 <leah.south@hdr.qut.edu.au>
* inst/include/sampler.h: Removing the helper function
Multinomial.
2017-07-25 Leah South <leah.south@hdr.qut.edu.au>
* 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 <leah.south@hdr.qut.edu.au>
* 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 <leah.south@hdr.qut.edu.au>
* 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 <edd@debian.org>
* 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 <edd@debian.org>
* NAMESPACE: Use .registration=TRUE on useDynLib
2017-03-03 Dirk Eddelbuettel <edd@debian.org>
* 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 <edd@debian.org>
* DESCRIPTION: Version 0.1.4
* inst/include/sampler.h: Also delete pParticles in destructor
2014-05-01 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION: Version 0.1.3
2014-05-01 Adam M. Johansen <a.m.johansen@warwick.ac.uk>
* src/pflineart.cpp: Bug fix reduces number of calls of
Sampler.iterate() by 1; resolves memory overrun issue.
2014-02-06 Dirk Eddelbuettel <edd@debian.org>
* 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 <edd@debian.org>
* 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 <a.m.johansen@warwick.ac.uk>
* 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 <edd@debian.org>
* 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 <edd@debian.org>
* DESCRIPTION: Version 0.1.1
2012-05-13 Dirk Eddelbuettel <edd@debian.org>
* inst/include/sampler.h: Use explicit std::max() for g++-4.7
2012-03-21 Dirk Eddelbuettel <edd@debian.org>
* 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 <a.m.johansen@warwick.ac.uk>
* R/pfLineartBS.R Added function to dynamically set the range of
the online plot.
2012-03-19 Adam Johansen <a.m.johansen@warwick.ac.uk>
* 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 <edd@debian.org>
* R/pfLineartBS.R: Adjust naming of the two helper functions
* man/pfLineartBS.Rd: Idem
2012-03-18 Adam Johansen <a.m.johansen@warwick.ac.uk>
* 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 <a.m.johansen@warwick.ac.uk>
* 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 <edd@dexter>
* 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 <a.m.johansen@warwick.ac.uk>
* 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 <edd@debian.org>
* src/pf.cpp: Another new/delete cleanup
2012-03-15 Adam Johansen <a.m.johansen@warwick.ac.uk>
* 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 <edd@debian.org>
* src/blockpfgaussianoptfuncs.cc: minor new/delete fix
2012-03-13 Adam Johansen <a.m.johansen@warwick.ac.uk>
* 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 <edd@debian.org>
* 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 <edd@debian.org>
* 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 <edd@debian.org>
* 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 <edd@debian.org>
* Bare-bones wrapping of Adam Johansen's nice SMCTC library described
in his 2009 paper in the Journal of Statistical Software paper