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.

Version: 1.0.3
Depends: R (≥ 3.0.0)
Suggests: knitr, rmarkdown, ggplot2
Published: 2018-12-12
Author: Yukai Yang [aut, cre]
Maintainer: Yukai Yang <yukai.yang at statistik.uu.se>
BugReports: https://github.com/yukai-yang/SMFilter/issues
License: GPL-3
URL: https://github.com/yukai-yang/SMFilter
NeedsCompilation: no
Materials: NEWS
CRAN checks: SMFilter results

Downloads:

Reference manual: SMFilter.pdf
Vignettes: README
Package source: SMFilter_1.0.3.tar.gz
Windows binaries: r-devel: SMFilter_1.0.2.zip, r-release: SMFilter_1.0.2.zip, r-oldrel: SMFilter_1.0.2.zip
OS X binaries: r-release: SMFilter_1.0.2.tgz, r-oldrel: SMFilter_1.0.2.tgz
Old sources: SMFilter archive

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