smcUtils-package(smcUtils)
smcUtils-package()所属R语言包:smcUtils
Provides utility functions for sequential Monte Carlo.
序贯Monte Carlo提供的实用功能。
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Contains functions for resampling, evaluating non-uniformity, and normalizing particle weights in sequential Monte Carlo, a.k.a. particle
重采样,评估的非均匀性,在连续的蒙地卡罗,又名颗粒和颗粒重标准化的功能
Details
详细信息----------Details----------
</table> The workhorse of the package is "resample" which will perform multinomial, residual, stratified, systematic, or branching resampling. It will perform the resampling according when a non-uniformity heuristic crosses a threshold.
</ TABLE>的包的主力是“重采样”,将执行多项,剩余的,分层的,系统的,或分支的重采样。的非均匀性的启发式交叉的阈值时,其将执行所述再采样。
(作者)----------Author(s)----------
Author: Jarad Niemi
Maintainer: Jarad Niemi <niemi@pstat.ucsb.edu>
参考文献----------References----------
Douc, R., Cappe, O., Moulines, E. (2005) Comparison of Resampling Schemes for Particle Filtering. _Proceedings of the 4th International Symposium on Image and Signal Processing and Analysis_
Carpenter, J., Clifford, P., Fearnhead, P. An improved particle filter for non-linear problems. _IEE proceedings - Radar, Sonar and Navigation_ *146*, 2-7
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注:
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