getSigmaPoints: getSigmaPoints
In jhorzek/psydiff: panel stochastic differential equations
getSigmaPoints R Documentation
getSigmaPoints
Description
Computes the sigma-points of the unscented Kalman filter
Usage
getSigmaPoints(m, A, covarianceIsRoot, c)
Arguments
m
colvec of latent means
A
lower triangular Cholesky decomposition of latent covariance matrix
covarianceIsRoot
boolean: is A the lower triangular Cholesky decomposition?
c
double: hyperparameter c for computing the sigma points (controls the spread)
Value
matrix with sigma points
jhorzek/psydiff documentation built on Sept. 15, 2022, 6:26 a.m.
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.
| getSigmaPoints | R Documentation |
getSigmaPoints
Description
Computes the sigma-points of the unscented Kalman filter
Usage
getSigmaPoints(m, A, covarianceIsRoot, c)
Arguments
m |
colvec of latent means |
A |
lower triangular Cholesky decomposition of latent covariance matrix |
covarianceIsRoot |
boolean: is A the lower triangular Cholesky decomposition? |
c |
double: hyperparameter c for computing the sigma points (controls the spread) |
Value
matrix with sigma points
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.