testResample {bayesImageS} | R Documentation |
Test the residual resampling algorithm.
testResample(values, weights, pseudo)
values |
A vector of SMC particles. |
weights |
A vector of importance weights for each particle. |
pseudo |
A matrix of pseudo-data for each particle. |
A list containing the following elements:
beta
A vector of resampled particles.
wt
The new importance weights, after resampling.
pseudo
A matrix of pseudo-data for each particle.
idx
The indices of the parents of the resampled particles.
Liu, J. S. & Chen, R. (1998) "Sequential Monte Carlo Methods for Dynamic Systems" J. Am. Stat. Assoc. 93(443): 1032–1044, DOI: doi: 10.1080/01621459.1998.10473765