R codes for the experiments in the paper "State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering"

provides R codes and RMarkdown files for all the experiments in the paper "State-Space Models on Stiefel Manifold with A New Approach to Nonlinear Filtering". The codes and the corresponding RMarkdown were written in November 2018.

Notice that you will have to install the package "SMFilter" before running the RMarkdown code. The package can be found

SMFilter@CRAN

or on my GitHub

https://github.com/yukai-yang/SMFilter