computePFromSigmaPoints: computePFromSigmaPoints
In jhorzek/psydiff: panel stochastic differential equations
computePFromSigmaPoints R Documentation
computePFromSigmaPoints
Description
Computes the latent covariance matrix given the sigma points and the covariance weights
Usage
computePFromSigmaPoints(sigmaPoints, meanWeights, c)
Arguments
sigmaPoints
sigma points
meanWeights
matrix with mean weights from getMeanWeights
c
double: hyperparameter c for computing the sigma points (controls the spread)
Value
latent covariance matrix
jhorzek/psydiff documentation built on Sept. 15, 2022, 6:26 a.m.
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| computePFromSigmaPoints | R Documentation |
computePFromSigmaPoints
Description
Computes the latent covariance matrix given the sigma points and the covariance weights
Usage
computePFromSigmaPoints(sigmaPoints, meanWeights, c)
Arguments
sigmaPoints |
sigma points |
meanWeights |
matrix with mean weights from getMeanWeights |
c |
double: hyperparameter c for computing the sigma points (controls the spread) |
Value
latent covariance matrix
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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