chopthin: The Chopthin Resampler
Version 0.2.1

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
Date of publication2016-01-05 21:02:04
MaintainerAxel Gandy <a.gandy@imperial.ac.uk>
LicenseGPL-3
Version0.2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("chopthin")

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chopthin documentation built on May 29, 2017, 3:27 p.m.