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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.
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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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