FilterAsync

Value Members

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

   

   Definition Classes

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2. final def ##(): Int

   

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3. final def ==(arg0: Any): Boolean

   

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4. final def asInstanceOf[T0]: T0

   

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5. def clone(): AnyRef

   

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   protected[java.lang]

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   @throws( ... )

6. implicit val ec: ExecutionContext

   

7. final def eq(arg0: AnyRef): Boolean

   

   Definition Classes

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8. def filter(data: Vector[Data])(particles: Int): Future[(LogLikelihood, Vector[StateSpace])]

   

   A particle filter to be ran over observed data to return the log-likelihood and a proposed value of the path by sampling from the distribution of the paths

   A particle filter to be ran over observed data to return the log-likelihood and a proposed value of the path by sampling from the distribution of the paths

   data

   the initial time of the data

   particles

   the number of particles to use in the particle approximation to the filtering distribution

   returns

   G[(LogLikelihood, Vector[State])] The log likelihood and a sample from the posterior of the filtering distribution inside of a computational context, G, which can be a Future for async computation or Id for sequential computation

   Definition Classes

   ParticleFilter

9. def filterStream(t0: Time)(particles: Int): Flow[Data, PfState, NotUsed]

   

   Run a filter over a stream of data

   Run a filter over a stream of data

   Definition Classes

   FilterAsync → ParticleFilter

10. def finalize(): Unit

    

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    protected[java.lang]

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    @throws( classOf[java.lang.Throwable] )

11. def g: Monad[Future]

    

    Definition Classes

    FilterAsync → ParticleFilter

12. final def getClass(): Class[_]

    

    Definition Classes

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13. def initialiseState(particles: Int, t0: Time): PfState

    

    Definition Classes

    ParticleFilter

14. final def isInstanceOf[T0]: Boolean

    

    Definition Classes

    Any

15. def llFilter(data: Vector[Data])(n: Int): Future[LogLikelihood]

    

    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

16. val mod: Model

    

    Definition Classes

    FilterAsync → ParticleFilter

17. final def ne(arg0: AnyRef): Boolean

    

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18. final def notify(): Unit

    

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19. final def notifyAll(): Unit

    

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20. val resample: Resample[State, Future]

    

    Definition Classes

    FilterAsync → ParticleFilter

21. def stepFilter(s: PfState, y: Data): Future[PfState]

    

    Definition Classes

    FilterAsync → ParticleFilter

22. final def synchronized[T0](arg0: ⇒ T0): T0

    

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23. final def wait(): Unit

    

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24. final def wait(arg0: Long, arg1: Int): Unit

    

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25. final def wait(arg0: Long): Unit

    

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