SMFilter (1.0.2)

Filtering Algorithms for the State Space Models on the Stiefel Manifold.

https://github.com/yukai-yang/SMFilter
http://cran.r-project.org/web/packages/SMFilter

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.

Maintainer: Yukai Yang
Author(s): Yukai Yang [aut, cre]

License: GPL-3

Uses: ggplot2, knitr, rmarkdown

Released 10 months ago.