fixedlagsmoother: Fixed-lag smoother
In pierrejacob/CoupledCPF: Coupling of Conditional Particle Filters
Description
Usage
Arguments
Value
Description
Estimates the mean of the smoothing distributio at all times, by fixed-lag smoothing
Usage
1
fixedlagsmoother(nparticles, lag, model, theta, observations)
Arguments
nparticles
a number of particles
lag
a lag value
model
a list representing a model, for instance as given by get_ar.
theta
a parameter to give to the model functions
observations
a matrix of observations of size datalength x dimension(observation)
Value
a list with the estimator of the smoothing means, and the second moments of the smoothing distributions
pierrejacob/CoupledCPF documentation built on May 25, 2019, 6:05 a.m.
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Description Usage Arguments Value
Description
Estimates the mean of the smoothing distributio at all times, by fixed-lag smoothing
Usage
1 | fixedlagsmoother(nparticles, lag, model, theta, observations)
|
Arguments
nparticles |
a number of particles |
lag |
a lag value |
model |
a list representing a model, for instance as given by |
theta |
a parameter to give to the model functions |
observations |
a matrix of observations of size datalength x dimension(observation) |
Value
a list with the estimator of the smoothing means, and the second moments of the smoothing distributions
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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