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 <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the chopthin package in your browser

Any scripts or data that you put into this service are public.

chopthin documentation built on Sept. 28, 2017, 5:02 p.m.