coupled2_resampling: (2-way) Coupled multinomial resampling using common uniforms...

In jeremyhengjm/UnbiasedScore: Unbiased estimators for partially observed diffusions

(2-way) Coupled multinomial resampling using common uniforms random variables

Description

This function performs (2-way) coupled multinomial resampling on each particle system using common uniform random variables.

Usage

coupled2_resampling(normweights1, normweights2, ndraws, rand)

Arguments

normweights1	normalized weights of first particle system
normweights2	normalized weights of second particle system
ndraws	number of samples from multinomial distribution
rand	common uniform random variables used for the coupled resampling

Value

a matrix of ancestor indexes of size ndraws x 2.

jeremyhengjm/UnbiasedScore documentation built on Nov. 17, 2023, 1:48 a.m.