Man pages for pierrejacob/CoupledCPF
Coupling of Conditional Particle Filters
| CoupledCPF-package | CoupledCPF |
| CPF | Conditional Particle Filter |
| CPF_coupled | Coupled Conditional Particle Filter |
| CPF_coupled_RB | Coupled Conditional Particle Filter |
| CPF_RB | Conditional Particle Filter with RB |
| CR_indexmatching | Coupled Resampling: index-matching |
| CR_multinomial | Coupled Resampling: multinomial |
| CR_systematic | Coupled Resampling: systematic |
| fast_dmvnorm | fast_dmvnorm |
| fast_dmvnorm_transpose | fast_dmvnorm_transpose |
| fast_dmvnorm_transpose_cholesky | fast_dmvnorm_transpose_cholesky |
| fast_rmvnorm | fast_rmvnorm |
| fast_rmvnorm_transpose | fast_rmvnorm_transpose |
| fast_rmvnorm_transpose_cholesky | fast_rmvnorm_transpose_cholesky |
| fixedlagsmoother | Fixed-lag smoother |
| get_ar | Hidden auto-regressive model |
| get_gss | Nonlinear growth model as in Gordon Salmond Smith 1993 |
| get_levydriven | Levy-driven stochastic volatility model as in Chopin Jacob... |
| get_lorenz | Lorenz 96 model |
| get_pz | Phytoplankton-zooplankton model as in Jones, Parslow, Murray... |
| get_stochvol | Multivariate stochastic volatility model as in Chopin Gerber... |
| lorenz_transition | lorenz_transition |
| normalize_weight | normalize_weight |
| particlefilter | Particle Filter |
| pz_transition | pz_transition |
| setmytheme | Customize graphical settings |
| systematic_resampling_n | Systematic resampling |
| unbiasedestimator | Rhee-Glynn smoothing estimator |
| unbiasedestimator_RB | Rhee-Glynn smoothing estimator with Rao-Blackwellization |
