Description Usage Arguments Value
Runs a conditional particle filter, with or without ancestor sampling
1 2 |
nparticles |
number of particles |
model |
a list representing a model, for instance as given by |
theta |
a parameter to give to the model functions |
observations |
a matrix of observations of size datalength x dimension(observation) |
ref_trajectory |
a reference trajectory, of size dimension(process) x datalength; if missing, runs a standard particle filter. |
with_as |
whether ancestor sampling should be used (TRUE/FALSE) |
A new trajectory.
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