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.

Getting started

Package details

AuthorAxel Gandy and F. Din-Houn Lau
MaintainerAxel Gandy <>
Package repositoryView on CRAN
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chopthin documentation built on May 1, 2019, 9:22 p.m.