The Chopthin Resampler

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.


Reference manual

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0.2.2 by Axel Gandy, 4 years ago

Browse source code at

Authors: Axel Gandy and F. Din-Houn Lau

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp

Suggests testthat

Linking to Rcpp

See at CRAN