Object

dlm.model

Dglm

Related Doc: package model

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object Dglm

DGLM

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  1. case class Model(observation: (DenseVector[Double], DenseMatrix[Double]) ⇒ Rand[DenseVector[Double]], f: ObservationMatrix, g: SystemMatrix, conditionalLikelihood: (Parameters) ⇒ ConditionalLl) extends Product with Serializable

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    A class representing a DGLM

Value Members

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

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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 beta(mod: Dlm.Model): Model

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    Construct a DGLM with Beta distributed observations, with variance < mean (1 - mean)

  6. def beta(mean: Double, variance: Double): ContinuousDistr[Double]

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  7. def clone(): AnyRef

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

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  9. def equals(arg0: Any): Boolean

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  10. def finalize(): Unit

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

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  12. def hashCode(): Int

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  13. final def isInstanceOf[T0]: Boolean

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  14. def logisticFunction(upper: Double)(number: Double): Double

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    Logistic function to transform the number onto a range between 0 and upper

    Logistic function to transform the number onto a range between 0 and upper

    upper

    the upper limit of the logistic function

    number

    the number to be transformed

    returns

    a number between 0 and upper

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

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  16. final def notify(): Unit

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  17. final def notifyAll(): Unit

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  18. def poisson(mod: Dlm.Model): Model

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    Construct a DGLM with Poisson distributed observations

  19. def simStep(mod: Model, p: Parameters): (Time, DenseVector[Double]) ⇒ Rand[(Data, DenseVector[Double])]

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  20. def simulate(mod: Model, p: Parameters): Process[(Data, DenseVector[Double])]

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  21. def studentT(df: Int, mod: Dlm.Model): Model

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

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  23. def toString(): String

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  24. final def wait(): Unit

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

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

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