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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]);

Project details

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Files for chopthin, version 0.2.1
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