Description Usage Arguments Value Author(s) See Also

Sequential Monte Carlo samplers, using a sequence of tempered distributions.

1 |

`target` |
Object of class |

`AP` |
Object of class |

`verbose` |
Object of class |

The function returns a list holding various information:

`particles` |
a matrix with rows representing particles and columns components of each particle. |

`weights` |
a vector of weights associated to each particle. See also the convenience function |

`ESSarray` |
a vector of the ESS computed at each iteration. |

`resamplingtimes` |
a vector indicating the iteration at which resampling was performed. |

Luke Bornn <bornn@stat.harvard.edu>, Pierre E. Jacob <pierre.jacob.work@gmail.com>

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