Description Usage Arguments Value

Sequential Monte Carlo

1 2 | ```
batchSeqMC(f, logprob_y_given_x, x0, y, sample_method = c("systematic",
"residual", "bootstrap"))
``` |

`f` |
function, when called with parameter t (time point) and x_t (state vector at time t), it would return x_(t+1) |

`logprob_y_given_x` |
function, when called with parameter t (time point), y_t (observation vector at time t) and x_t (state vector at time t), it would return the conditional log_probability: log(Prob(y_t | x_t )) |

`x0` |
matrix, sample of state vector at time 0, each col is a sample of state at time 0. |

`y` |
matrix of T cols, observations, col 1 is observation at time 1, col 2 is observation at time 2, ... etc. T is the number of time points. |

`sample_method` |
character, specify sample method in the resample stage. Default systematic, means "systematic resampling". |

sample from posterior distribution of state vectors, a 3D array, with dimension of d x N x T, where d is the length of a state vector, N is the number of samples, T is the number of time steps.

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