getCovWeights: getCovWeights
In jhorzek/psydiff: panel stochastic differential equations
getCovWeights R Documentation
getCovWeights
Description
Computes the covariance weights of the unscented Kalman filter
Usage
getCovWeights(n, alpha, beta, kappa)
Arguments
n
number of latent variables
alpha
hyperparameter
beta
hyperparameter
kappa
hyperparameter
Value
matrix with covariance weights
jhorzek/psydiff documentation built on Sept. 15, 2022, 6:26 a.m.
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| getCovWeights | R Documentation |
getCovWeights
Description
Computes the covariance weights of the unscented Kalman filter
Usage
getCovWeights(n, alpha, beta, kappa)
Arguments
n |
number of latent variables |
alpha |
hyperparameter |
beta |
hyperparameter |
kappa |
hyperparameter |
Value
matrix with covariance weights
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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