ParticleGibbs

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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 clone(): AnyRef

   

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

   

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7. def equals(arg0: Any): Boolean

   

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8. def filter(n: Int, p: Parameters, mod: Model, obs: List[Data])(state: List[(Double, DenseVector[Double])]): Rand[(Double, List[(Double, DenseVector[Double])])]

   

   Run the Particle Gibbs Filter, given a samples value of the state

   Run the Particle Gibbs Filter, given a samples value of the state

   n

   the number of particles in the filter

   p

   the parameters used to run the filter

   mod

   the specification of the system evolution matrix, G and observation matrix F

   obs

   a list of observations

   state

   the conditioned upon state

   returns

   a tuple containing the log-likelihood of the parameters given the observations and a single state path deterministically chosen to be the final path

9. def finalize(): Unit

   

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

    

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11. def hashCode(): Int

    

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12. def initState(p: Parameters): MultivariateGaussianSvd

    

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

    

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15. final def notify(): Unit

    

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16. final def notifyAll(): Unit

    

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17. def sampleState(states: List[List[(Double, DenseVector[Double])]], weights: List[Double]): Rand[List[(Double, DenseVector[Double])]]

    

    Using the weights at time T (the end of all observations) sample a path from the collection of paths

    Using the weights at time T (the end of all observations) sample a path from the collection of paths

    states

    a collection of paths with ancestory, the outer list is of length T, inner length N

    weights

    particle weights at time T

    returns

    a single path

18. def step(mod: Model, p: Parameters): (State, (Data, DenseVector[Double])) ⇒ State

    

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

    

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21. final def wait(): Unit

    

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

    

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

    

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