parameter_variance_update: parameter_variance_update

Description Usage Arguments Value Author(s) References

Description

k-ToM updates the variance of its parameter estimates

Usage

1
parameter_variance_update(prev_hidden_states, params, p_k)

Arguments

prev_hidden_states

A list strucutre containing the states from the last round

params

A list structure containing k-ToM's volatility parameter and a dummy parameter which decides which parmaeter estimates are affected by volatility

p_k

A vector of level probabilities

Value

Updated variances of k-ToM's parameter estimates

Author(s)

K. Enevoldsen & P. Waade

References

Devaine et al. (2014a, 2014b, 2017)


KennethEnevoldsen/SiRToM documentation built on May 28, 2019, 9:32 a.m.