SMFilter: Filtering Algorithms for the State Space Models on the Stiefel Manifold

Package: SMFilter 1.0.5

Yukai Yang

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_1.0.5.tar.gz
SMFilter_1.0.5.tar.gz(r-4.7-any)SMFilter_1.0.5.tar.gz(r-4.6-any)
SMFilter_1.0.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
SMFilter/json (API)

# Install 'SMFilter' in R:

install.packages('SMFilter', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/yukai-yang/smfilter/issues

On CRAN:

3.68 score 1 stars 95 scripts 200 downloads 9 exports 0 dependencies

Last updated from:05cf87e9e5. Checks:4 OK. Indexed: no.

Target	Result	Time
linux-devel-x86_64	OK	115
source / vignettes	OK	228
linux-release-x86_64	OK	128
wasm-release	OK	101

Exports:FDist2 FilterModel1 FilterModel2 rmLB_sm runif_sm rvlb_sm SimModel1 SimModel2 version

Dependencies:

SMFilter: Filtering Algorithms for the State-Space models on the Stiefel Manifold

Rendered fromreadme.Rmdusingknitr::rmarkdown

Help page	Topics
Compute the squared Frobenius distance between two matrices.	FDist2
Filtering algorithm for the type one model.	FilterModel1
Filtering algorithm for the type two model.	FilterModel2
Sample from the matrix Langevin-Bingham on the Stiefel manifold.	rmLB_sm
Sample from the uniform distribution on the Stiefel manifold.	runif_sm
Sample from the vector Langevin-Bingham on the Stiefel manifold.	rvlb_sm
Simulate from the type one state-space Model on Stiefel manifold.	SimModel1
Simulate from the type two state-space Model on Stiefel manifold.	SimModel2
SMFilter: a package implementing the filtering algorithms for the state-space models on the Stiefel manifold.	SMFilter-package SMFilter
Show the version number of some information.	version

Help page

Topics

Compute the squared Frobenius distance between two matrices.

FDist2

Filtering algorithm for the type one model.

FilterModel1

Filtering algorithm for the type two model.

FilterModel2

Sample from the matrix Langevin-Bingham on the Stiefel manifold.

rmLB_sm

Sample from the uniform distribution on the Stiefel manifold.

runif_sm