Sstep.Clutter.Full {NTS} | R Documentation |
Sequential Importance Sampling under Clutter Environment
Description
This function performs one step propagation using the sequential importance sampling with full information proposal distribution under clutter environment.
Usage
Sstep.Clutter.Full(mm, xx, logww, yyy, par, xdim, ydim, resample.sch)
Arguments
mm |
the Monte Carlo sample size |
xx |
the samples in the last iteration. |
logww |
the log weight in the last iteration. |
yyy |
the observations. |
par |
a list of parameter values |
xdim |
the dimension of the state variable |
ydim |
the dimension of the observation |
resample.sch |
a binary vector of length |
Value
The function returns a list with the following components:
xx |
the new sample. |
logww |
the log weights. |
r.index |
resample index, if |
References
Tsay, R. and Chen, R. (2018). Nonlinear Time Series Analysis. John Wiley & Sons, New Jersey.