SMFilter: Filtering Algorithms for the State Space Models on the Stiefel Manifold

Provides the filtering algorithms for the state space models on the Stiefel manifold as well as the corresponding sampling algorithms for uniform, vector Langevin-Bingham and matrix Langevin-Bingham distributions on the Stiefel manifold.

Package details

AuthorYukai Yang [aut, cre]
MaintainerYukai Yang <>
Package repositoryView on CRAN
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SMFilter documentation built on May 1, 2019, 8:01 p.m.