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2012 Mar 22
0
New package RcppSMC 0.1.0 for Sequential Monte Carlo and Particle Filters
...nePlot)
where pfLineartBSOnlinePlot() is a default plotting function provided for
this example by the package.
Two more 'classic' examples from the literature have been added to the
package:
blockpfGaussianOpt() provides the Block Sampling Particle Filter of
Doucet, Briers and Senecal (2006, JCGS 15:693) in the context of a
univariate linear Gaussian model.
pfNonlinBS() provides the Bootstrap Particle Filter of
Gordon, Salmond and Smith (1993, IEE Proceedings-F 140:107)
in the context of the ubiquitous nonlinear model which was used in
section 4.1...
2012 Mar 22
0
New package RcppSMC 0.1.0 for Sequential Monte Carlo and Particle Filters
...nePlot)
where pfLineartBSOnlinePlot() is a default plotting function provided for
this example by the package.
Two more 'classic' examples from the literature have been added to the
package:
blockpfGaussianOpt() provides the Block Sampling Particle Filter of
Doucet, Briers and Senecal (2006, JCGS 15:693) in the context of a
univariate linear Gaussian model.
pfNonlinBS() provides the Bootstrap Particle Filter of
Gordon, Salmond and Smith (1993, IEE Proceedings-F 140:107)
in the context of the ubiquitous nonlinear model which was used in
section 4.1...