Resampling is a standard step in particle filtering and in sequential Monte Carlo. This package implements the chopthin resampler, which keeps a bound on the ratio between the largest and the smallest weights after resampling.

Documentation

Manual: chopthin.pdf
Vignette: None available.

Maintainer: Axel Gandy <a.gandy at imperial.ac.uk>

Author(s): Axel Gandy and F. Din-Houn Lau

Install package and any missing dependencies by running this line in your R console:

install.packages("chopthin")

Depends
Imports Rcpp(>=0.11.2)
Suggests testthat
Enhances
Linking to Rcpp
Reverse
depends
Reverse
imports
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package chopthin
Materials
URL
Task Views
Version 0.2.1
Published 2016-01-05
License GPL-3
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks chopthin check results
Package source chopthin_0.2.1.tar.gz