Implementation of the chopthin resampler for particle filtering/SMC
Project description
This gives an implementation of the chopthin algorithm for Python. Not much error checking is happening.
Some example code
import chopthin from numpy import * w = array([1,3.4,2,0.1,0.1,0.1,0.1]); chopthin.chopthin(w,5,5.8)
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