examples

Value Members

1. object FilterCorrelatedDlm extends App with CorrelatedModel with CorrelatedData

   

2. object FilterDlm extends App with FirstOrderDlm with SimulatedData

   

3. object FilterSeasonalDlm extends App with SeasonalModel with SeasonalData

   

   Filter the seasonal DLM

4. object FilterSecondOrderDlm extends App with DlmModel with SimulatedSecondOrderData

   

5. object FirstOrderLinearTrendDlm extends App

   

6. object GibbsCorrelated extends App with CorrelatedModel with CorrelatedData

   

7. object GibbsInvestParameters extends App with DlmModel

   

8. object GibbsParameters extends App with FirstOrderDlm with SimulatedData

   

9. object GibbsSecondOrder extends App with DlmModel with SimulatedSecondOrderData

   

10. object ParticleGibbsAncestorFo extends App with FirstOrderDlm with SimulatedData

    

11. object ParticleGibbsFo extends App with FirstOrderDlm with SimulatedData

    

    Run Particle Gibbs Sampling on the first order DLM Recreate Figure 2 from Lindsten 14

12. object PoissonDglmGibbs extends App with PoissonDglm with PoissonData

    

    Use Particle Gibbs to determine the parameters of the poisson DGLM

13. object PoissonDglmGibbsAncestor extends App with PoissonDglm with PoissonData

    

14. object SampleStates extends App with SeasonalModel with SeasonalData

    

    Sample the state, accurately using FFBS algorithm

15. object SeasonalGibbsSampling extends App with SeasonalModel with SeasonalData

    

    Use Gibbs sampling with Inverse Gamma priors on the observation variance and diagonal system covariance

16. object SeasonalMetropolisHastings extends App with SeasonalModel with SeasonalData

    

    Example of using Metropolis Hastings to determine the parameters of the simulated Seasonal Model

17. object SimulateCorrelated extends App with CorrelatedModel

    

18. object SimulateDlm extends App with FirstOrderDlm

    

19. object SimulatePoissonDglm extends App with PoissonDglm

    

20. object SimulateSeasonalDlm extends App with SeasonalModel

    

    Simulate data from a Seasonal DLM

21. object SimulateSecondOrderDlm extends App with DlmModel

    

22. object SmoothDlm extends App with FirstOrderDlm with SimulatedData

    

23. object SmoothSeasonalDlm extends App with SeasonalModel with SeasonalData

    

    Run backward smoothing on the seasonal DLM

24. object SmoothSecondOrderDlm extends App with DlmModel with SimulatedSecondOrderData