SsmSamples: Object containing state space model samples

Description Usage Arguments Slots See Also

Description

Samples of observations and states generate from a state space model. These objects are usually generated by ssm_recursion.

The function SsmSamples is a generator function for objects of this class.

Usage

1

Arguments

...

Data to include in the new object.

Slots

a

Matrix containing the latent states

y

Matrix containing the observations

See Also

ssm_samples which returns object of this class.


jrnold/yakf documentation built on May 20, 2019, 2:06 a.m.