Filtering Algorithms for the State Space Models on the Stiefel Manifold

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Documentation for package ‘SMFilter’ version 1.0.3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

SMFilter-package	SMFilter: a package implementing the filtering algorithms for the state-space models on the Stiefel manifold.
FDist2	Compute the squared Frobenius distance between two matrices.
FilterModel1	Filtering algorithm for the type one model.
FilterModel2	Filtering algorithm for the type two model.
rmLB_sm	Sample from the matrix Langevin-Bingham on the Stiefel manifold.
runif_sm	Sample from the uniform distribution on the Stiefel manifold.
rvlb_sm	Sample from the vector Langevin-Bingham on the Stiefel manifold.
SimModel1	Simulate from the type one state-space Model on Stiefel manifold.
SimModel2	Simulate from the type two state-space Model on Stiefel manifold.
SMFilter	SMFilter: a package implementing the filtering algorithms for the state-space models on the Stiefel manifold.
version	Show the version number of some information.