resampleResidual: Residual Resampling

Description Usage Arguments Value

View source: R/resampleResidual.R

Description

Also called remainder sampling, assuming that for particles with large weights new particle can be assighed without drawing. In the frist part of resampling step, samples with weights larger than 1/N will be kept and reduced by a multiple of 1/N. In the second part, we normalize the weights an do simple resampling.

Usage

1

Arguments

w

Sample weights

N

Number of particles. Defalut is the length of w.

Value

indx Return the chosen index.


azure10h/PFSMC documentation built on Feb. 5, 2020, 5:11 a.m.