Package: SMFilter 1.0.4

SMFilter: 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.

Authors:Yukai Yang [aut, cre]

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SMFilter.pdf |SMFilter.html✨
SMFilter/json (API)
NEWS

# Install 'SMFilter' in R:

install.packages('SMFilter', repos = c('https://yukai-yang.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/yukai-yang/smfilter/issues

On CRAN:

filtering filtering-algorithm nonlinear-dynamics nonlinear-optimization reduced-rank-parameters sampling simulated-data smoothing state-space-models stiefel-manifold time-series-models

3.58 score 2 stars 38 scripts 157 downloads 9 exports 0 dependencies

Last updated 6 years agofrom:ead3762376. Checks:1 OK, 8 NOTE. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Mar 13 2025
R-4.5-win	NOTE	Mar 13 2025
R-4.5-mac	NOTE	Mar 13 2025
R-4.5-linux	NOTE	Mar 13 2025
R-4.4-win	NOTE	Mar 13 2025
R-4.4-mac	NOTE	Mar 13 2025
R-4.4-linux	NOTE	Mar 13 2025
R-4.3-win	NOTE	Mar 13 2025
R-4.3-mac	NOTE	Mar 13 2025

Exports:FDist2 FilterModel1 FilterModel2 rmLB_sm runif_sm rvlb_sm SimModel1 SimModel2 version

Dependencies:

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Compute the squared Frobenius distance between two matrices.	FDist2
Filtering algorithm for the type one model.	FilterModel1
Filtering algorithm for the type two model.	FilterModel2
Sample from the matrix Langevin-Bingham on the Stiefel manifold.	rmLB_sm
Sample from the uniform distribution on the Stiefel manifold.	runif_sm
Sample from the vector Langevin-Bingham on the Stiefel manifold.	rvlb_sm
Simulate from the type one state-space Model on Stiefel manifold.	SimModel1
Simulate from the type two state-space Model on Stiefel manifold.	SimModel2
SMFilter: a package implementing the filtering algorithms for the state-space models on the Stiefel manifold.	SMFilter-package SMFilter
Show the version number of some information.	version