jarad/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.

Getting started

Package details

AuthorJarad Niemi
MaintainerJarad Niemi <niemi@iastate.edu>
LicenseGPL-3
Version0.2.3
URL https://github.com/jarad/smcUtils
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jarad/smcUtils")
jarad/smcUtils documentation built on May 18, 2019, 3:46 p.m.