conditional_SMC: Conditional SMC algorithm
In suziebrown/miniproject1:

Description Usage Arguments Value Author(s)

Conditional SMC implementation with multinomial resampling for a generic (exchangeable) HMM

1 2	conditional_SMC(n_particles, observations, cond_trajectory, emission_density, transition_sam, initial_sam, ...)

`n_particles`	number of particles
`observations`	a vector of observations on which to perform inference
`cond_trajectory`	a vector of states representing the trajectory on which to condition
`emission_density`	a function of the form f(y,x) giving the emission density of y\|x
`transition_sam`	a function of the form f(x) sampling a new position, i.e. propagating the particle
`initial_sam`	a function of the form f() sampling the initial positions
`...`	arguments to be passed to emission_density, transition_sam and initial_sam (e.g. for Ornstein-Uhlenbeck process, provide values for sigma and delta)

a list containing matrices of positions and weights (rows represent generations/time steps, columns represent individuals/particles) and an ancestry matrix (where element (i,j) is the parent in generation i of individual j in generation i+1)

Suzie Brown

suziebrown/miniproject1 documentation built on May 26, 2019, 9:36 a.m.