DLSSM.filter: model updating (filtering) when new batch of data becomes...
In jiakunj/DLSSM: Dynamic Logistic State Space Prediction Model
DLSSM.filter R Documentation
model updating (filtering) when new batch of data becomes avaliable
Description
When the new data becomes available, the coefficients can be efficiently
updated by running filtering step based on current estimates.
Usage
DLSSM.filter(fit, newdata)
Arguments
fit
last fitted model
newdata
matrix of new batch data, each row per sample
Value
Filter Filtering of state
Filter.var covariance of Filter
Author(s)
Jiakun Jiang, Wei Yang, Stephen E. Kimmel and Wensheng Guo
jiakunj/DLSSM documentation built on Dec. 31, 2022, 2:18 p.m.
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| DLSSM.filter | R Documentation |
model updating (filtering) when new batch of data becomes avaliable
Description
When the new data becomes available, the coefficients can be efficiently updated by running filtering step based on current estimates.
Usage
DLSSM.filter(fit, newdata)
Arguments
fit |
last fitted model |
newdata |
matrix of new batch data, each row per sample |
Value
Filter | Filtering of state |
Filter.var | covariance of Filter |
Author(s)
Jiakun Jiang, Wei Yang, Stephen E. Kimmel and Wensheng Guo
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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