pdFilter: Particle filter all

In olssol/pfDesign: An Adaptive Platform Trial Design Toolbox

Particle filter all

Description

Particle filter all

Usage

pdFilter(
  vec_y,
  vec_interval,
  nsmps = 5000,
  epsilons = 1,
  f_tran = pdTran,
  f_post = pdBinPost,
  f_pi0 = pdBinPi0,
  f_filter = pdFilterSingle,
  update_eps = FALSE,
  ...
)

Arguments

f_tran	transition function
f_post	posterior sampling when the prior is pi_0, usually for the first interval
f_pi0	pi_0 function
f_filter	particle filter function
update_eps	whether keep epsilon as constant (design parameter)
...	parameters for the transition function
vecy	vector of binary outcomes
mix_ab	beta shape parameters (a, b) for a non-informative prior
epsillon	mixture proportion from the prior samples.

olssol/pfDesign documentation built on March 27, 2022, 4:30 p.m.