Description Usage Arguments Value Note Author(s) See Also Examples
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.
1 2 3 4 |
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 |
An object instantiated from pframe_1d class. Methods include init ,project, update, resample and metric.
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.
Justin Thong justinthong93@gmail.com
1 | obj1<-pframe_1d()
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