GibbsWishart

Value Members

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

   

   Definition Classes

   AnyRef → Any

2. final def ##(): Int

   

   Definition Classes

   AnyRef → Any

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

   

   Definition Classes

   AnyRef → Any

4. final def asInstanceOf[T0]: T0

   

   Definition Classes

   Any

5. def clone(): AnyRef

   

   Attributes

   protected[java.lang]

   Definition Classes

   AnyRef

   Annotations

   @throws( ... )

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

   

   Definition Classes

   AnyRef

7. def equals(arg0: Any): Boolean

   

   Definition Classes

   AnyRef → Any

8. def finalize(): Unit

   

   Attributes

   protected[java.lang]

   Definition Classes

   AnyRef

   Annotations

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

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

   

   Definition Classes

   AnyRef → Any

10. def hashCode(): Int

    

    Definition Classes

    AnyRef → Any

11. final def isInstanceOf[T0]: Boolean

    

    Definition Classes

    Any

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

    

    Definition Classes

    AnyRef

13. final def notify(): Unit

    

    Definition Classes

    AnyRef

14. final def notifyAll(): Unit

    

    Definition Classes

    AnyRef

15. def sample(mod: Model, priorV: InverseGamma, priorW: InverseWishart, initParams: Parameters, observations: Vector[Data]): Process[State]

    

    Do some gibbs samples

    Do some gibbs samples

    mod

    a DLM model specification

    priorV

    the prior on the observation noise matrix

    priorW

    the prior distribution on the system covariance matrix

16. def sampleSystemMatrix(priorW: InverseWishart, g: (Double) ⇒ DenseMatrix[Double], state: Vector[(Double, DenseVector[Double])]): InverseWishart

    

    Sample the system covariance matrix using an Inverse Wishart prior on the system covariance matrix

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

    

    Definition Classes

    AnyRef

18. def toString(): String

    

    Definition Classes

    AnyRef → Any

19. final def wait(): Unit

    

    Definition Classes

    AnyRef

    Annotations

    @throws( ... )

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

    

    Definition Classes

    AnyRef

    Annotations

    @throws( ... )

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

    

    Definition Classes

    AnyRef

    Annotations

    @throws( ... )

22. def wishartStep(mod: Model, priorV: InverseGamma, priorW: InverseWishart, observations: Vector[Data])(state: State): Rand[State]

    

    A single step of the Gibbs Wishart algorithm