README.md
In pierrejacob/CoupledPF: Coupling of Particle Filters
CoupledPF
... Coupled Particle Filters
These scripts reproduce the figures for the paper "Coupling of Particle Filters" by Pierre E. Jacob, Fredrik Lindsten, Thomas B. Schön.
Functions are provided for index-coupled resampling, transport resampling, sorted resampling, etc. Applications include finite difference estimation
and correlated particle Marginal--Hastings.
pierrejacob/CoupledPF documentation built on May 25, 2019, 6:07 a.m.
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CoupledPF
... Coupled Particle Filters
These scripts reproduce the figures for the paper "Coupling of Particle Filters" by Pierre E. Jacob, Fredrik Lindsten, Thomas B. Schön.
Functions are provided for index-coupled resampling, transport resampling, sorted resampling, etc. Applications include finite difference estimation and correlated particle Marginal--Hastings.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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