A simple implementation of a particle filter for both linear Gaussian and logistic regression models. More details can be found in the attached report (soon).
Requirements:
- numpy
- pandas
- seaborn
- scipy
- math
- matplotlib
Files:
- PFClasses.py -- the source code of the particle filter and model classes
- PFExamples.ipynb -- some examples of using the particle filter
- PFPints.ipynb -- some quick examples of integrating the particle filter as a pints.LogLikelihoodProblem (from the pints library. also requires the pints library installed)