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SMFilter (version 1.0.3)

Filtering Algorithms for the State Space Models on the Stiefel Manifold

Description

Provides the filtering algorithms for the state space models on the Stiefel manifold as well as the corresponding sampling algorithms for uniform, vector Langevin-Bingham and matrix Langevin-Bingham distributions on the Stiefel manifold.

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Install

install.packages('SMFilter')

Monthly Downloads

150

Version

1.0.3

License

GPL-3

Issues

0

Pull Requests

0

Stars

2

Forks

0

Maintainer

Yukai Yang

Last Published

December 12th, 2018

Functions in SMFilter (1.0.3)

FilterModel2

Filtering algorithm for the type two model.
SimModel2

Simulate from the type two state-space Model on Stiefel manifold.
runif_sm

Sample from the uniform distribution on the Stiefel manifold.
rvlb_sm

Sample from the vector Langevin-Bingham on the Stiefel manifold.
rmLB_sm

Sample from the matrix Langevin-Bingham on the Stiefel manifold.
FDist2

Compute the squared Frobenius distance between two matrices.
SimModel1

Simulate from the type one state-space Model on Stiefel manifold.
FilterModel1

Filtering algorithm for the type one model.
SMFilter

SMFilter: a package implementing the filtering algorithms for the state-space models on the Stiefel manifold.
version

Show the version number of some information.