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.


Reference manual

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0.2.2 by Jarad Niemi, 6 years ago


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