Utility functions for sequential Monte Carlo

Provides resampling functions (stratified, residual, multinomial, systematic, and branching), measures of weight uniformity (coefficient of variation, effective sample size, and entropy), and a weight renormalizing function.


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install.packages("smcUtils")

0.2.2 by Jarad Niemi, 6 years ago


https://github.com/jarad/smcUtils


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


Authors: Author: Jarad Niemi


Documentation:   PDF Manual  


GPL-3 license


Depends on stats

Suggests testthat, Hmisc


See at CRAN