Test the residual resampling algorithm.

Test the residual resampling algorithm.

testResample(values, weights, pseudo)

Arguments

values	A vector of SMC particles.
weights	A vector of importance weights for each particle.
pseudo	A matrix of pseudo-data for each particle.

Value

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.

References

Liu, J. S. & Chen, R. (1998) "Sequential Monte Carlo Methods for Dynamic Systems" J. Am. Stat. Assoc. 93(443): 1032--1044, DOI: 10.1080/01621459.1998.10473765

See also

residual.resample