pf: bootstrap particle filter inference

Description Usage Arguments

View source: R/pf.R

Description

runs a particle filter with specified model, model parameters and number of particles

Usage

1
pf(y, theta, model, nparticles, ess_threshold = 1, systematic = FALSE)

Arguments

y

observation set

theta

model parameters

model

initial and transition densities for HMM

nparticles

number of particles


lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.