systematic_resampling: Systematic resampling

Description Usage Arguments Details Value Examples

View source: R/resampling.R

Description

Systematic resampling returns a vector of ancestors based on the given weights, using only one uniform.

Usage

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systematic_resampling(nsamples, normalized_weights)

Arguments

nsamples

is a number of desired samples

normalized_weights

is a vector of probabilities (non-negative values summing to one)

Details

See Comparison of Resampling Schemes for Particle Filtering, Douc, Cappe and Moulines [https://arxiv.org/pdf/cs/0507025.pdf]

Value

a vector of nsamples integers between 1 and the size of normalized_weights.

Examples

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N <- 1000
logweights <- rnorm(N)
normalize_weight_results <- normalize_weight(logweights)
normalized_weights <- normalize_weight_results$nw
systematic_resampling(10, normalized_weights)

pierrejacob/PET documentation built on May 25, 2019, 11:35 p.m.