Description Usage Arguments Value
controlled SMC sampler for SIS model with population-level observations
1 | sis_csmc(y, model_config, particle_config)
|
y |
a vector of length (T+1) |
model_config |
a list containing: |
particle_config |
A list containing
'log_final_likelihood' : log marginal likelihood estimator;
'xT': sample from xT given y(0:T);
'particles': [N, (T+1), num_particles] array storing the particles, if particle_config$save_particles = TRUE';
'eves' : the unique ancesters of each particle in the genealogy structure, if save_genealogy = TRUE;
'ess' : effective sample size at each step
'runtime' : elapse time at each step, if clock = TRUE;
'totaltime' : elapse time of running the whole particle filter, if clock = TRUE;
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