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rewind
2009 Jul 29
1
Systematic resampling (in sequential Monte Carlo)
..."A" "B" "D" "D" "F"
> ## graphically...
> plot(stepfun(seq_along(u), W), xaxt = "n")
> axis(1, at = seq_along(u), x)
> abline(h = u, lty = "dotted")
The question is the following. I believe the way I compute "newInd" is of
order N^2. Is there a smart way of doing it which is of order N? (I know there
is one, I just cannot find it...)
Thanks in advance,
Giovanni