object Dglm
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case class
Model
(observation: (DenseVector[Double], DenseMatrix[Double]) ⇒ Rand[DenseVector[Double]], f: (Double) ⇒ DenseMatrix[Double], g: (Double) ⇒ DenseMatrix[Double], conditionalLikelihood: (DenseMatrix[Double]) ⇒ (DenseVector[Double], DenseVector[Double]) ⇒ Double) extends Product with Serializable
A class representing a DGLM
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asInstanceOf[T0]: T0
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def
beta(mod: Dlm.Model): Model
Construct a DGLM with Beta distributed observations, with variance < mean (1 - mean)
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def
beta(mean: Double, variance: Double): ContinuousDistr[Double]
A beta distribution parameterised by the mean and variance
A beta distribution parameterised by the mean and variance
- mean
the mean of the resulting beta distribution
- variance
the variance of the beta distribution
- returns
a beta distribution
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def
clone(): AnyRef
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equals(arg0: Any): Boolean
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finalize(): Unit
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def
forecastParticles(mod: Model, xt: Vector[DenseVector[Double]], time: Double, p: Parameters): Iterator[(Double, (DenseVector[Double], DenseMatrix[Double]))]
Forecast a DLM from a particle cloud representing the latent state at the end of the observations
Forecast a DLM from a particle cloud representing the latent state at the end of the observations
- mod
the model
- xt
the particle cloud representing the latent state
- time
the initial time to start the forecast from
- p
the parameters of the model
- returns
the time, mean observation and variance of the observation
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def
getClass(): Class[_]
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def
hashCode(): Int
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def
isInstanceOf[T0]: Boolean
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def
logisticFunction(upper: Double)(number: Double): Double
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
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def
meanCovSamples(samples: Seq[DenseVector[Double]]): (DenseVector[Double], DenseMatrix[Double])
Calculate the mean and covariance of a sequence of DenseVectors
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def
meanVarObservation(mod: Model, xt: Vector[DenseVector[Double]], v: DenseMatrix[Double]): Rand[(DenseVector[Double], DenseMatrix[Double])]
Calculate the mean and variance of an observation at tim t given a particle cloud representing the latent-state at time t and the model specification
Calculate the mean and variance of an observation at tim t given a particle cloud representing the latent-state at time t and the model specification
- mod
a DGLM specification
- xt
the particle cloud representing the latent state at time t
- v
the observation noise variance
- returns
mean and variance of observation
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def
ne(arg0: AnyRef): Boolean
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def
notify(): Unit
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def
notifyAll(): Unit
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def
poisson(mod: Dlm.Model): Model
Construct a DGLM with Poisson distributed observations
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def
simStep(mod: Model, p: Parameters): (Double, DenseVector[Double]) ⇒ Rand[(Data, DenseVector[Double])]
Simulate a single step of a DGLM model
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def
simulate(mod: Model, p: Parameters): Process[(Data, DenseVector[Double])]
Simulate from a dlm model at regular time intervals
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def
studentT(df: Int, mod: Dlm.Model): Model
Define a DGLM with Student's t observation errors
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def
synchronized[T0](arg0: ⇒ T0): T0
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toString(): String
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wait(arg0: Long): Unit
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