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 <[email protected]>
LicenseGPL-3
Version1.0.3
URL https://github.com/yukai-yang/SMFilter
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SMFilter")

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SMFilter documentation built on Dec. 13, 2018, 1:04 a.m.