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

9 exports 2 stars 0.83 score 0 dependencies 36 scripts 139 downloads

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

TargetResultDate
Doc / VignettesOKAug 28 2024
R-4.5-winNOTEAug 28 2024
R-4.5-linuxNOTEAug 28 2024
R-4.4-winNOTEAug 28 2024
R-4.4-macNOTEAug 28 2024
R-4.3-winNOTEAug 28 2024
R-4.3-macNOTEAug 28 2024

Exports:FDist2FilterModel1FilterModel2rmLB_smrunif_smrvlb_smSimModel1SimModel2version

Dependencies: