particle_filter_storeall: Particle Filter
In pierrejacob/CoupledPF: Coupling of Particle Filters
Description
Usage
Arguments
Value
Description
Runs a particle filter, storing all the generated variables
Usage
1
particle_filter_storeall(nparticles, model, theta, observations, randomness)
Arguments
nparticles
number of particles
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)
randomness
an object storing all the variables useful to initialize and propagate the particles,
as generated by a model$generate_randomness function
Value
A list with entries ll (loglikelihood estimator), xhistory, ahistory, whistory
(lists containing all the generated x-locations, ancestors and weights)
pierrejacob/CoupledPF documentation built on May 25, 2019, 6:07 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
Description
Runs a particle filter, storing all the generated variables
Usage
1 | particle_filter_storeall(nparticles, model, theta, observations, randomness)
|
Arguments
nparticles |
number of particles |
model |
a list representing a model, for instance as given by |
theta |
a parameter to give to the model functions |
observations |
a matrix of observations of size datalength x dimension(observation) |
randomness |
an object storing all the variables useful to initialize and propagate the particles, as generated by a model$generate_randomness function |
Value
A list with entries ll (loglikelihood estimator), xhistory, ahistory, whistory (lists containing all the generated x-locations, ancestors and weights)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.