chopthin: The Chopthin Resampler
Version 0.2.2

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 publication2017-09-28 09:00:36 UTC
MaintainerAxel Gandy <[email protected]>
Package repositoryView on CRAN
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chopthin documentation built on Sept. 28, 2017, 5:02 p.m.