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(This article was first published on <strong><a href="http://dirk.eddelbuettel.com/blog/2017/08/28#rcppsmc_0.2.0"> Thinking inside the box </a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<p>A new version 0.2.0 of the <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rcpp.smc.html" target="_blank">RcppSMC</a> package arrived on <a rel="nofollow" href="htts://cran.r-project.org" target="_blank">CRAN</a> earlier today (as a very quick <em>pretest-publish</em> within minutes of submission).</p>
<p><a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rcpp.smc.html" target="_blank">RcppSMC</a> provides Rcpp-based bindings to R for the Sequential Monte Carlo Template Classes (SMCTC) by Adam Johansen described in his <a rel="nofollow" href="https://www.jstatsoft.org/article/view/v030i06/%E2%80%8E" target="_blank">JSS article</a>.</p>
<p>This release 0.2.0 is chiefly the work of <a rel="nofollow" href="https://acems.org.au/our-people/leah-south" target="_blank">Leah South</a>, a Ph.D. student at Queensland University of Technology, who was during the last few months a <a rel="nofollow" href="https://summerofcode.withgoogle.com/" target="_blank">Google Summer of Code</a> student mentored by Adam and myself. It was pleasure to work with Leah on this, and see her progress. Our congratulations to Leah for a job well done!</p>
<blockquote>
<h4>Changes in RcppSMC version 0.2.0 (2017-08-28)</h4>
<ul>
<li>
<p>Also use <code>.registration=TRUE</code> in <code>useDynLib</code> in <code>NAMESPACE</code></p>
</li>
<li>
<p>Multiple Sequential Monte Carlo extensions (Leah South as part of Google Summer of Code 2017)</p>
<ul>
<li>
<p>Switching to population level objects (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/2" target="_blank">#2</a> and <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/3" target="_blank">#3</a>).</p>
</li>
<li>
<p>Using Rcpp attributes (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/2" target="_blank">#2</a>).</p>
</li>
<li>
<p>Using automatic RNGscope (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/4" target="_blank">#4</a> and <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/5" target="_blank">#5</a>).</p>
</li>
<li>
<p>Adding multiple normalising constant estimators (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/7" target="_blank">#7</a>).</p>
</li>
<li>
<p>Static Bayesian model example: linear regression (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/10" target="_blank">#10</a> addressing <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/issues/9" target="_blank">#9</a>).</p>
</li>
<li>
<p>Adding a PMMH example (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/13" target="_blank">#13</a> addressing <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/issues/11" target="_blank">#11</a>).</p>
</li>
<li>
<p>Framework for additional algorithm parameters and adaptation (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/19" target="_blank">#19</a> addressing <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/issues/16" target="_blank">#16</a>; also <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/24" target="_blank">#24</a> addressing <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/issues/23" target="_blank">#23</a>).</p>
</li>
<li>
<p>Common adaptation methods for static Bayesian models (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/20" target="_blank">#20</a> addressing <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/issues/17" target="_blank">#17</a>).</p>
</li>
<li>
<p>Supporting MCMC repeated runs (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/21" target="_blank">#21</a>).</p>
</li>
<li>
<p>Adding adaptation to linear regression example (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/pull/22" target="_blank">#22</a> addressing <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/issues/18" target="_blank">#18</a>).</p>
</li>
</ul>
</li>
</ul>
</blockquote>
<p>Courtesy of <a rel="nofollow" href="http://dirk.eddelbuettel.com/cranberries/" target="_blank">CRANberries</a>, there is a diffstat report for <a rel="nofollow" href="http://dirk.eddelbuettel.com/cranberries/2017/08/28#RcppTOML_0.2.0" target="_blank">this release</a>.</p>
<p>More information is on the <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rcpp.smc.html" target="_blank">RcppSMC page</a>. Issues and bugreports should go to the <a rel="nofollow" href="https://github.com/eddelbuettel/rcppsmc/issues" target="_blank">GitHub issue tracker</a>.</p>
<p>
This post by <a rel="nofollow" href="http://dirk.eddelbuettel.com/" target="_blank">Dirk Eddelbuettel</a> originated on his <a rel="nofollow" href="http://dirk.eddelbuettel.com/blog/" target="_blank">Thinking inside the box</a> blog. Please report excessive re-aggregation in third-party for-profit settings.</p>
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