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.


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

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0.3 by Yukai Yang, 3 years ago

Report a bug at

Browse source code at

Authors: Yukai Yang [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Suggests knitr, rmarkdown, ggplot2

See at CRAN