pframe_1d: Constructor for pframe_1d class

Description Usage Arguments Value Note Author(s) See Also Examples

View source: R/pframe_1d.R

Description

pframe_1d is a constructor function that generates an instance of the S3 pframe_1d class. By passing in a set of parameters (or using defaults), a pframe_1d object is generated where filtering methods can be applied on. pframe_1d is a frameholder that creates empty variables, vectors and matrices; some of which are expected, whereas others are optional.

Usage

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pframe_1d(N = 100, y = c(1, 1, 1), resample = TRUE, smooth = TRUE,
  sequential = TRUE, dist_f = "gaussian", params_f = list(),
  dist_g = "gaussian", params_g = list(sd = 1),
  resamp_type = "multinomial", ...)

Arguments

N

Number of particles

y

Full data vector

resample

Boolean for resampling

smooth

Boolean for smooth

dist_f

Distribution for project method (gaussian,t, gamma, etc)

params_f

list of parameters for project method

dist_g

Likelihood for update method (gaussian,t, gamma, etc)

params_g

list of parameters for update method

tau

Number of time points

Value

An object instantiated from pframe_1d class. Methods include init ,project, update, resample and metric.

Note

y is the full data vector, therefore, we assume that filtering is not essential. Therefore, it is preferred to run smoothing if y is available.

Author(s)

Justin Thong justinthong93@gmail.com

See Also

project, update and resample

Examples

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obj1<-pframe_1d()

tintinthong/pfilter documentation built on May 24, 2019, 9:55 a.m.