Smc merge #212
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Smc merge #212
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It has occurred that getSampleDistance crashed with option "BH" because of very small values in the inverse covariance matrix (see https://stackoverflow.com/questions/22134398/mahalonobis-distance-in-r-error-system-is-computationally-singular). The argument tol determines which (very small) values should be considered equal to zero.
Several modifications to the particle resampling step: - generate a sequence of intermediary distributions between prior and posterior - use weights attributed to particles - calculate Effective Sample Size (ESS) to determine when particles should be resampled - dynamically adapt the number of iterations
simplification introduced general diagnostics option
- Recalculation of previous intermediary distribution for resampled particles - mutate as a separate function - extra mutate steps at the end of run
Mutation is only done after resampling
…nction Tolerance parameter (passed to solve) is now set to the smallest number that can be represented on the machine.
- Automatic selection of scaling factors - Snooker update
The two output terms represent the contributions of means and covariance to total distance
Add the script used to generate Fig. 3 in Speich et al.
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