ParticleBase: Class "ParticleBase"

In SMCS4: Sequential Monte Carlo samplers in S4

Description

Basic class to implement a Sequential Monte Carlo sampler.

Slots

particles = "ANY", logWeights = "vector", # log of particle weights unifWeights = "logical", # are current weights uniform? p_move = "function", lW_update = "function", logLik = "function", resampleC = "numeric", N = "integer"

particles:

Set of particles. Format depends on implementation.

logWeights:

Vector containing the log (unnormalised) particle weights.

unifWeights

Logical indicating whether the logWeights are uniform.

p_move:

Function to move the particles to a new position.

mcmc_move:

Function to perform a Monte Carlo Markov Chain move.

lW_update:

Function to do update the logWeights.

logLik:

Function to compute the logLik.

resampleC:

Numeric value (between 0 and 1) indicating when to perform resampling.

N:

Integer indicating the total number of particles.

Methods

particles

signature(object = "ParticleBase"): return particles

particles<-

signature(object = "ParticleBase"): set particles

ParticleMove

signature(object = "ParticleBase"): move particles

#

doParticleMove

signature(object = "ParticleBase"): move particles

SmcIterate

signature(object = "ParticleBase"): perform a full SMC iteration

#

doSmcIterate

signature(object = "ParticleBase"): move particles

UpdateWeights

signature(object = "ParticleBase"): update weights

#

doUpdateWeights

signature(object = "ParticleBase"): move particles

ESS

signature(object = "ParticleBase"): Effective Sample Size

logWeights

signature(object = "ParticleBase"): get the log of the particles weights

logWeights<-

signature(object = "ParticleBase"): set the log of the particles weights

#

getLogWeights

signature(object = "ParticleBase"): move particles

#

setLogWeights

signature(object = "ParticleBase"): move particles

getWeights

signature(object = "ParticleBase"): get the exponentiated (unnormalized) weights

getNormWeights

signature(object = "ParticleBase"): get the normalized weights

Author(s)

Maarten Speekenbrink

SMCS4 documentation built on May 2, 2019, 6:40 p.m.