smcUtils: Utility functions for sequential Monte Carlo

Provides resampling functions (stratified, residual, multinomial, systematic, and branching), measures of weight uniformity (coefficient of variation, effective sample size, and entropy), and a weight renormalizing function.

Author
Author: Jarad Niemi
Date of publication
2013-02-25 20:16:36
Maintainer
Jarad Niemi <niemi@iastate.edu>
License
GPL-3
Version
0.2.2
URLs

View on CRAN

Man pages

ess.weights
Measures of weight non-uniformity
renormalize
Renormalize weights
renormalize.weights
Renormalize weights
resample
Resample
resampling
Resampling functions
smcUtils-deprecated
Deprecated Functions in Package smcUtils
smcUtils-package
Provides utility functions for sequential Monte Carlo.

Files in this package

smcUtils
smcUtils/MD5
smcUtils/tests
smcUtils/tests/test-all.R
smcUtils/src
smcUtils/src/resample.h
smcUtils/src/resample.c
smcUtils/src/renormalize.c
smcUtils/README
smcUtils/R
smcUtils/R/systematic.resample.R
smcUtils/R/stratified.resample.R
smcUtils/R/residual.resample.R
smcUtils/R/resample.R
smcUtils/R/rep2id.R
smcUtils/R/renormalize.weights.R
smcUtils/R/renormalize.R
smcUtils/R/multinomial.resample.R
smcUtils/R/inverse.cdf.weights.R
smcUtils/R/ess.weights.R
smcUtils/R/ent.weights.R
smcUtils/R/cov.weights.R
smcUtils/R/check.weights.r
smcUtils/R/branching.resample.R
smcUtils/NAMESPACE
smcUtils/man
smcUtils/man/smcUtils-package.Rd
smcUtils/man/smcUtils-deprecated.Rd
smcUtils/man/resampling.Rd
smcUtils/man/resample.Rd
smcUtils/man/renormalize.weights.Rd
smcUtils/man/renormalize.Rd
smcUtils/man/ess.weights.Rd
smcUtils/inst
smcUtils/inst/tests
smcUtils/inst/tests/test-resample.r
smcUtils/DESCRIPTION
smcUtils/demo
smcUtils/demo/kalman.R
smcUtils/demo/00Index
smcUtils/ChangeLog