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]

SMFilter_1.0.4.tar.gz
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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'))

Peer review:

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

On CRAN:

filteringfiltering-algorithmnonlinear-dynamicsnonlinear-optimizationreduced-rank-parameterssamplingsimulated-datasmoothingstate-space-modelsstiefel-manifoldtime-series-models

3.58 score 2 stars 38 scripts 176 downloads 9 exports 0 dependencies

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

TargetResultDate
Doc / VignettesOKNov 13 2024
R-4.5-winNOTENov 13 2024
R-4.5-linuxNOTENov 13 2024
R-4.4-winNOTENov 13 2024
R-4.4-macNOTENov 13 2024
R-4.3-winNOTENov 13 2024
R-4.3-macNOTENov 13 2024

Exports:FDist2FilterModel1FilterModel2rmLB_smrunif_smrvlb_smSimModel1SimModel2version

Dependencies: