Filtering Algorithms for the State Space Models on the Stiefel
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.