SimInf_pfilter-class | R Documentation |
"SimInf_pfilter"
Class "SimInf_pfilter"
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
\left(\sum_{i=1}^N\!(w_{t}^{i})^2\right)^{-1},
where w_{t}^{i}
is the normalized
weight of particle i
at time t
.
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