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Update/Improve PERM estimate#142

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manuel-rhdt wants to merge 4 commits intomasterfrom
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Open

Update/Improve PERM estimate#142
manuel-rhdt wants to merge 4 commits intomasterfrom
perm

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@manuel-rhdt
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@manuel-rhdt manuel-rhdt commented Jan 17, 2026

The Pruned-Enriched Rosenbluth method is an alternative marginalization method that potentially could work better in some cases than SMC. I am investigating in this pull request.

I changed the implementation of PERM from recursive to a loop for better performance. I also found a few correctness issues with this estimator that I fixed.

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codecov bot commented Jan 17, 2026

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 58.43%. Comparing base (b66d674) to head (b87f7cd).

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #142      +/-   ##
==========================================
- Coverage   58.81%   58.43%   -0.39%     
==========================================
  Files          17       17              
  Lines        1508     1506       -2     
==========================================
- Hits          887      880       -7     
- Misses        621      626       +5     

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