SMFilter

Filtering Algorithms for the State Space Models on the Stiefel Manifold

CRAN Package

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.

  • Version1.0.3
  • R version≥ 3.0.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release12/12/2018

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