PfilterSample: Sample Data for Particle Filter and Smoother
In TSSS: Time Series Analysis with State Space Model
PfilterSample R Documentation
Sample Data for Particle Filter and Smoother
Description
An artificially generated sample data with shifting mean value.
Usage
data(PfilterSample)
Format
A time series of 400 observations.
Details
This data generated by the following models;
y_n ~ N(\mu_n, 1), \mu_n = 0, 1 <= n <= 100
= 1, 101 <= n <= 200
= -1, 201 <= n <= 300
= 0, 301 <= n <= 400
TSSS documentation built on Sept. 29, 2023, 9:07 a.m.
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| PfilterSample | R Documentation |
Sample Data for Particle Filter and Smoother
Description
An artificially generated sample data with shifting mean value.
Usage
data(PfilterSample)
Format
A time series of 400 observations.
Details
This data generated by the following models;
y_n ~ N(\mu_n, 1), | \mu_n | = 0, | 1 <= n <= 100 |
| = 1, | 101 <= n <= 200 | ||
| = -1, | 201 <= n <= 300 | ||
| = 0, | 301 <= n <= 400 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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