get_ar: Hidden auto-regressive model
In lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings
View source: R/model_get_ar_CPF.R
Description
This function returns a list with objects such as
* rinit, rinit_rand to sample from the initial distribution
* rtransition, rtransition_rand to sample from the transition
* dtransition to evaluate the transition density
* dmeasurement to evaluate the measurement density
* dimension, which represents the dimension of the latent process
Usage
1
get_ar(dimension)
Value
A list
lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.
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View source: R/model_get_ar_CPF.R
Description
This function returns a list with objects such as * rinit, rinit_rand to sample from the initial distribution * rtransition, rtransition_rand to sample from the transition * dtransition to evaluate the transition density * dmeasurement to evaluate the measurement density * dimension, which represents the dimension of the latent process
Usage
1 | get_ar(dimension)
|
Value
A list
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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