pdFilterSingle: Particle filter for a given interval

View source: R/pfDesign_filter.R

pdFilterSingleR Documentation

Particle filter for a given interval

Description

Particle filter for a given interval

Usage

pdFilterSingle(
  y,
  last_smps,
  last_weights = NULL,
  f_ll = pdBinPmf,
  thresh_ess = NULL,
  ...
)

Arguments

y

current Y

last_smps

col 1: prior samples of theta; col 2: mixture indicator

last_weights

normalized weights corresponding to last_smps. If NULL, all weights are 1/N.

f_ll

likelihood function

Value

col 1: theta; col 2: mixture indicator; col 3: weights


olssol/pfDesign documentation built on March 27, 2022, 4:30 p.m.