Add factorial smc#240
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Ah actually cuthbert SMC applies resampling at the start of the |
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I'm not willing to change that one lol. Monte Carlo outputs should come
weighted rather than resampled to reduce variance.
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*SamDuffield* left a comment (state-space-models/cuthbert#240)
<#240 (comment)>
Ah actually cuthbert SMC applies resampling at the start of the
filter_combine. This might be problematic, will think about it more
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agreed! Will try find a solution at the factorial level |
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Adds SMC factorializer code.
Adaptive resampling doesn't play nice with factorial so we assume resampling is always applied (i.e. no weights carried through). This could probably be documented better.