Filtering Algorithms for the State Space Models on the Stiefel Manifold

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.


News

New Featurs in SMFilter 1.0.3

  • Change the reference to the publication.

New Featurs in SMFilter 1.0.2

  • Add the working paper reference.
  • Some bugs fixed.

New Featurs in SMFilter 1.0.1

  • Remove the location in version() function.

New Featurs in SMFilter 1.0.0

  • All the functions
  • Documetation including README, LICENSE and etc.

Reference manual

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install.packages("SMFilter")

1.0.3 by Yukai Yang, 8 months ago


https://github.com/yukai-yang/SMFilter


Report a bug at https://github.com/yukai-yang/SMFilter/issues


Browse source code at https://github.com/cran/SMFilter


Authors: Yukai Yang [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Suggests knitr, rmarkdown, ggplot2


See at CRAN