Description Usage Arguments Value
Runs a coupled conditional particle filter, with or without ancestor sampling
1 2 | CPF_coupled(nparticles, model, theta, observations, ref_trajectory1,
ref_trajectory2, coupled_resampling, with_as = FALSE)
|
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_trajectory1 |
a first reference trajectory, of size dimension(process) x datalength |
ref_trajectory2 |
a second reference trajectory, of size dimension(process) x datalength |
coupled_resampling |
a coupled resampling scheme, such as |
with_as |
whether ancestor sampling should be used (TRUE/FALSE) |
A pair of new trajectories.
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