FilterLgcp

Value Members

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

   

   Definition Classes

   AnyRef → Any

2. final def ##(): Int

   

   Definition Classes

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

   

   Definition Classes

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4. final def asInstanceOf[T0]: T0

   

   Definition Classes

   Any

5. def calcWeight(x: State, dt: TimeIncrement, t: Time): (State, Double, Double)

   

6. def clone(): AnyRef

   

   Attributes

   protected[java.lang]

   Definition Classes

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   Annotations

   @throws( ... )

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

   

   Definition Classes

   AnyRef

8. def filter(data: Vector[Data])(particles: Int): Id[(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

   FilterLgcp → ParticleFilter

10. def finalize(): Unit

    

    Attributes

    protected[java.lang]

    Definition Classes

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    Annotations

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

11. def g: Monad[Id]

    

    Definition Classes

    FilterLgcp → ParticleFilter

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

    

    Definition Classes

    AnyRef → Any

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): Id[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

    FilterLgcp → ParticleFilter

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

    

    Definition Classes

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18. final def notify(): Unit

    

    Definition Classes

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19. final def notifyAll(): Unit

    

    Definition Classes

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20. val precision: Int

    

21. val resample: Resample[State, Id]

    

    Definition Classes

    FilterLgcp → ParticleFilter

22. def stepFilter(s: PfState, y: Data): Id[PfState]

    

    Definition Classes

    FilterLgcp → ParticleFilter

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

    

    Definition Classes

    AnyRef

24. final def wait(): Unit

    

    Definition Classes

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    @throws( ... )

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

    

    Definition Classes

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    @throws( ... )

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

    

    Definition Classes

    AnyRef

    Annotations

    @throws( ... )