LQG_RNderiv: Obtain Radon Nikodym derivative
In jeremyhengjm/SchrodingerBridges: Numerical implementation of Schrodinger bridges
Description
Usage
Arguments
Value
Description
Obtain Radon Nikodym derivative between target and terminal distribution of current path measure.
This has the form -log(RN) = x' A x + x'b + c.
Usage
1
LQG_RNderiv(terminal, target)
Arguments
terminal
list with keys:
mean
inv.cov
target
list with keys:
mean
inv.cov
Value
list with keys:
A
b
c
jeremyhengjm/SchrodingerBridges documentation built on May 13, 2019, 12:07 p.m.
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Description Usage Arguments Value
Description
Obtain Radon Nikodym derivative between target and terminal distribution of current path measure. This has the form -log(RN) = x' A x + x'b + c.
Usage
1 | LQG_RNderiv(terminal, target)
|
Arguments
terminal |
list with keys:
|
target |
list with keys:
|
Value
list with keys:
A
b
c
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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