residualResampling: Compute an ancestry vector for residual resampling of the SMC...
In serrsBayes: Bayesian Modelling of Raman Spectroscopy
Description
Usage
Arguments
Value
References
Description
Compute an ancestry vector for residual resampling of the SMC particles.
Usage
1
residualResampling(log_wt)
Arguments
log_wt
logarithms of the importance weights of each particle.
Value
Vector of indices to the particles that will be propagated forward to the next generation (i.e. the parents)
References
Liu & Chen (1998) "Sequential Monte Carlo methods for dynamic systems," JASA 93(443): 1032-1044,
doi: 10.1080/01621459.1998.10473765
Douc, Cappe & Moulines (2005) "Comparison of resampling schemes for particle filtering"
In Proc. 4th IEEE Int. Symp. ISPA, pp. 64-69, doi: 10.1109/ISPA.2005.195385
serrsBayes documentation built on June 28, 2021, 5:14 p.m.
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Description Usage Arguments Value References
Description
Compute an ancestry vector for residual resampling of the SMC particles.
Usage
1 | residualResampling(log_wt)
|
Arguments
log_wt |
logarithms of the importance weights of each particle. |
Value
Vector of indices to the particles that will be propagated forward to the next generation (i.e. the parents)
References
Liu & Chen (1998) "Sequential Monte Carlo methods for dynamic systems," JASA 93(443): 1032-1044, doi: 10.1080/01621459.1998.10473765
Douc, Cappe & Moulines (2005) "Comparison of resampling schemes for particle filtering" In Proc. 4th IEEE Int. Symp. ISPA, pp. 64-69, doi: 10.1109/ISPA.2005.195385
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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