Class

com.github.jonnylaw.model

FilterParallel

Related Doc: package model

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case class FilterParallel(mod: Model, resample: Resample[ParVector, State], parallelism: Int) extends ParticleFilter[ParVector] with Product with Serializable

Particle filter which uses ParVector to represent the collection of particles, parallelism specifies the level of parallelism using a scala.concurrent.forkjoin.ForkJoinPool

mod

the model to use for filtering

resample

the resampling scheme

parallelism

the level of parallism

Linear Supertypes
Serializable, Serializable, Product, Equals, ParticleFilter[ParVector], AnyRef, Any
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  1. FilterParallel
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. ParticleFilter
  7. AnyRef
  8. Any
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Instance Constructors

  1. new FilterParallel(mod: Model, resample: Resample[ParVector, State], parallelism: Int)

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    mod

    the model to use for filtering

    resample

    the resampling scheme

    parallelism

    the level of parallism

Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  4. def accFilter(data: List[Data], t0: Time)(particles: Int): List[PfState[ParVector]]

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    Run a filter over a vector of data and return a vector of PfState Containing the raw particles and associated weights at each time step

    Run a filter over a vector of data and return a vector of PfState Containing the raw particles and associated weights at each time step

    Definition Classes
    ParticleFilter
  5. def advanceState(states: ParVector[State], dt: TimeIncrement, t: Time): ParVector[(State, Gamma)]

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    Definition Classes
    ParticleFilter
  6. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any
  7. def calculateWeights: (Gamma, Observation) ⇒ LogLikelihood

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    Definition Classes
    ParticleFilter
  8. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  9. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  10. val f: Collection[ParVector]

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    Definition Classes
    FilterParallelParticleFilter
  11. def filter(t0: Time)(particles: Int): Pipe[Task, Data, PfState[ParVector]]

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    Run a filter over a stream of data

    Run a filter over a stream of data

    Definition Classes
    ParticleFilter
  12. def filterWithIntervals(data: List[Data], t0: Time)(particles: Int): List[PfOut]

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    Filter the data, but get a vector containing the mean gamma, gamma intervals, mean state, and credible intervals of the state

    Filter the data, but get a vector containing the mean gamma, gamma intervals, mean state, and credible intervals of the state

    Definition Classes
    ParticleFilter
  13. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  14. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any
  15. def initialiseState(particles: Int, t0: Time): PfState[ParVector]

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    Definition Classes
    FilterParallelParticleFilter
  16. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any
  17. def llFilter(t0: Time, n: Int)(data: List[Data]): LogLikelihood

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    Filter a collection of data and return an estimate of the loglikelihood

    Filter a collection of data and return an estimate of the loglikelihood

    Definition Classes
    ParticleFilter
  18. val mod: Model

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    the model to use for filtering

    the model to use for filtering

    Definition Classes
    FilterParallelParticleFilter
  19. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  20. final def notify(): Unit

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    Definition Classes
    AnyRef
  21. final def notifyAll(): Unit

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    Definition Classes
    AnyRef
  22. val parallelism: Int

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    the level of parallism

  23. val resample: Resample[ParVector, State]

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    the resampling scheme

    the resampling scheme

    Definition Classes
    FilterParallelParticleFilter
  24. def stepFilter(s: PfState[ParVector], y: Data): PfState[ParVector]

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    Definition Classes
    ParticleFilter
  25. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef
  26. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  27. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  28. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from ParticleFilter[ParVector]

Inherited from AnyRef

Inherited from Any

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