pred_mean: Prediction mean

Description Usage Arguments Details See Also

Description

The mean of the prediction distribution

Usage

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## S4 method for signature 'kalmand_pomp'
pred.mean(object, vars, ...)

## S4 method for signature 'pfilterd_pomp'
pred.mean(object, vars, ...)

Arguments

object

result of a filtering computation

vars

optional character; names of variables

...

ignored

Details

The prediction distribution is that of

Xt | Y1=y1*,…,Y(t-1)=y(t-1)*,

where Xt, Yt are the latent state and observable processes, respectively, and yt* is the data, at time t.

The prediction mean is therefore the expectation of this distribution

E[Xt | Y1=y1*,…,Y(t-1)=y(t-1)*].

See Also

Other particle filter methods: bsmc2, cond.logLik, eff.sample.size, filter.mean, filter.traj, mif2, pfilter, pmcmc, pred.var


kidusasfaw/pomp documentation built on May 20, 2019, 2:59 p.m.