SimInf_pfilter-class: Class '"SimInf_pfilter"'

SimInf_pfilter-classR Documentation

Class "SimInf_pfilter"

Description

Class "SimInf_pfilter"

Slots

model

A SimInf_model object with one filtered trajectory attached.

npart

An integer with the number of particles that was used at each timestep.

loglik

The estimated log likelihood.

ess

A numeric vector with the effective sample size (ESS). The effective sample size is computed as

1 / (sum(w_it^2)),

where w_it is the normalized weight of particle i at time t.


SimInf documentation built on Jan. 23, 2023, 5:43 p.m.