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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 |
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Author | Yukai Yang [aut, cre] |
Maintainer | Yukai Yang <yukai.yang@statistik.uu.se> |
License | GPL-3 |
Version | 1.0.3 |
URL | https://github.com/yukai-yang/SMFilter |
Package repository | View on CRAN |
Installation |
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