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.

Author
Axel Gandy and F. Din-Houn Lau
Date of publication
2016-01-05 21:02:04
Maintainer
Axel Gandy <a.gandy@imperial.ac.uk>
License
GPL-3
Version
0.2.1

View on CRAN

Man pages

chopthin
The Chopthin Resampler

Files in this package

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