kf_1d: kalman filter (efficient 1D implementation)
In lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings
Description
runs a kalman filter with specified model, model parameters
Usage
1
kf_1d(y, theta, mu_0, Sigma_0)
Arguments
y
observation set
theta
model parameters
mu_0
initial mean
Sigma_0
initial variance
lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.
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Description
runs a kalman filter with specified model, model parameters
Usage
1 | kf_1d(y, theta, mu_0, Sigma_0)
|
Arguments
y |
observation set |
theta |
model parameters |
mu_0 |
initial mean |
Sigma_0 |
initial variance |
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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