kalman: Kalman filter

View source: R/learning.R

kalmanR Documentation

Kalman filter

Description

Kalman filter

Usage

kalman(vals, vars, num_chosen, reward, sigma_noise, sigma_change)

Arguments

vals

vector of 2 values

vars

vector od 2 standard deviations

num_chosen

int specifying which option was chosen (1 or 2)

reward

reward value

sigma_noise

estimation noise parameter

sigma_change

environmental stability parameter


SpTB/wztools documentation built on July 2, 2023, 11:50 a.m.