News for Package RcppSMC

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)

Changes in RcppSMC version 0.2.6 (2021-12-17)

• Updated URLs to JSS for the new DOI scheme upon their request

• Adjusted three source files for C++17 compilation under g++-11

Changes in RcppSMC version 0.2.5 (2021-09-09)

• Compilation under Solaris is aiding via std::pow use (Dirk in #65 fixing #64)

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)

  • Provide informative user output (convergence diagnostics) for PMMH example #50 (Ilya in #50 and #52 addressing #25, bullet point 5)

  • Support for tracking of ancestral lines for base sampler class (Ilya in #56)

  • Support for conditional SMC via derived conditionalSampler class (Ilya in #60)

• Add URL and BugReports to DESCRIPTION (Dirk in #53)

Changes in RcppSMC version 0.2.3 (2021-02-10)

• Addition of a Github Action CI runner (Dirk)

• Switching to inheritance for the moveset rather than pointers to functions (Leah in #45).

Changes in RcppSMC version 0.2.2 (2020-08-30)

• Package helper files .editorconfig added (Adam in #43).

• Change const correctness and add return (Leah in #44).

• Updates to continuous integration and R versions used (Dirk)

• Accomodate CRAN request, other updates to CRAN Policy (Dirk in #49 fixing #48).

Changes in RcppSMC version 0.2.1 (2018-03-18)

• The sampler now has a copy constructor and assignment overload (Brian Ni in #28).

• The SMC library component can now be used in header-only mode (Martin Lysy in #29).

• Plugin support was added for use via cppFunction() and other Rcpp Attributes (or inline functions (Dirk #30).

• The sampler copy ctor/assigment operator is now copy-constructor safe (Martin Lysy In #32).

• A bug in state variance calculation was corrected (Adam in #36 addressing #34).

• History getter methods are now more user-friendly (Tiberiu Lepadatu in #37).

• Use of pow with atomic types was disambiguated to std::pow) to help the Solaris compiler (Dirk in #42).

Changes in RcppSMC version 0.2.0 (2017-08-28)

• Also use .registration=TRUE in useDynLib in NAMESPACE

• Multiple Sequential Monte Carlo extensions (Leah South as part of Google Summer of Code 2017)

  • Switching to population level objects (#2 and #3).

  • Using Rcpp attributes (#2).

  • Using automatic RNGscope (#4 and #5).

  • Adding multiple normalising constant estimators (#7).

  • Static Bayesian model example: linear regression (#10 addressing #9).

  • Adding a PMMH example (#13 addressing #11).

  • Framework for additional algorithm parameters and adaptation (#19 addressing #16; also #24 addressing #23).

  • Common adaptation methods for static Bayesian models (#20 addressing #17).

  • Supporting MCMC repeated runs (#21).

  • Adding adaptation to linear regression example (#22 addressing #18).

Changes in RcppSMC version 0.1.5 (2017-03-03)

• Correct .Call to use PACKAGE= argument

• DESCRIPTION, NAMESPACE, README.md changes to comply with current R CMD check levels

• Added file init.c with calls to R_registerRoutines() and R_useDynamicSymbols()

• Updated .travis.yml file for continuous integration

Changes in RcppSMC version 0.1.4 (2014-05-02)

• Added missing delete operator to destructor in sampler

Changes in RcppSMC version 0.1.3 (2014-05-01)

• Bugfix in Sampler.iterate() for memory overrun detected by valgrind

Changes in RcppSMC version 0.1.2 (2014-02-06)

• Updated for Rcpp 0.11.0 with explicit importFrom in NAMESPACE and corresponding versioned Imports: in DESCRIPTION; also removed linking instruction from src/Makevars as no it is longer needed with this new Rcpp version

• Addded GitHub / Travis CI support

• Use more portable dev.new() rather than x11() in pfLinearBS.R

• Applied some corrections to pfNonlinBS.R example

• Converted NEWS to NEWS.Rd

Changes in RcppSMC version 0.1.1 (2012-05-14)

• Minor g++-4.7 build fix of using std::max() explicitly

Changes in RcppSMC version 0.1.0 (2012-03-21)

• Version 0.1.0 and initial CRAN upload