smcUtils-package: Provides utility functions for sequential Monte Carlo.
In jarad/smcUtils: Utility functions for sequential Monte Carlo
Description
Details
Author(s)
References
Description
Contains functions for resampling, evaluating non-uniformity, and
normalizing particle weights in sequential Monte Carlo, a.k.a. particle
filtering.
Details
Package: smcUtils
Type: Package
Version: 0.2
Date: 2012-09-27
License: GPL-3
LazyLoad: yes
The workhorse of the package is ‘resample’ which will perform multinomial,
residual, stratified, systematic, or branching resampling when a non-uniformity heuristic crosses a threshold.
Author(s)
Author: Jarad Niemi
Maintainer: Jarad Niemi <niemi@iastate.edu>
References
Douc, R., Cappe, O., Moulines, E. (2005) Comparison of Resampling
Schemes for Particle Filtering. _Proceedings of the 4th International Symposium
on Image and Signal Processing and Analysis_
Carpenter, J., Clifford, P., Fearnhead, P. An improved particle filter for
non-linear problems. _IEE proceedings - Radar, Sonar and Navigation_ *146*, 2-7
jarad/smcUtils documentation built on May 18, 2019, 3:46 p.m.
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Description Details Author(s) References
Description
Contains functions for resampling, evaluating non-uniformity, and normalizing particle weights in sequential Monte Carlo, a.k.a. particle filtering.
Details
| Package: | smcUtils |
| Type: | Package |
| Version: | 0.2 |
| Date: | 2012-09-27 |
| License: | GPL-3 |
| LazyLoad: | yes |
The workhorse of the package is ‘resample’ which will perform multinomial, residual, stratified, systematic, or branching resampling when a non-uniformity heuristic crosses a threshold.
Author(s)
Author: Jarad Niemi
Maintainer: Jarad Niemi <niemi@iastate.edu>
References
Douc, R., Cappe, O., Moulines, E. (2005) Comparison of Resampling Schemes for Particle Filtering. _Proceedings of the 4th International Symposium on Image and Signal Processing and Analysis_
Carpenter, J., Clifford, P., Fearnhead, P. An improved particle filter for non-linear problems. _IEE proceedings - Radar, Sonar and Navigation_ *146*, 2-7
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