chopthin: The Chopthin Resampler

Resampling is a standard step in particle filtering and in sequential Monte Carlo. This package implements the chopthin resampler, which keeps a bound on the ratio between the largest and the smallest weights after resampling.

Install the latest version of this package by entering the following in R:
install.packages("chopthin")
AuthorAxel Gandy and F. Din-Houn Lau
Date of publication2016-01-05 21:02:04
MaintainerAxel Gandy <a.gandy@imperial.ac.uk>
LicenseGPL-3
Version0.2.1

View on CRAN

Functions

chopthin Man page

Files

inst
inst/CITATION
inst/NEWS.Rd
tests
tests/testthat.R
tests/testthat
tests/testthat/test-chopthin_exact.R tests/testthat/test-chopthin_rcauchy.R tests/testthat/test-oneverysmallparticle.R
src
src/chopthin_internal.h
src/chopthin.cpp
src/RcppExports.cpp
NAMESPACE
R
R/RcppExports.R R/chopthin.R
MD5
DESCRIPTION
man
man/chopthin.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.