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chopthin (version 0.2.1)

The Chopthin Resampler

Description

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.

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Install

install.packages('chopthin')

Monthly Downloads

636

Version

0.2.1

License

GPL-3

Maintainer

Axel Gandy

Last Published

January 5th, 2016

Functions in chopthin (0.2.1)

chopthin

The Chopthin Resampler