case class Dlm(f: (Double) ⇒ DenseMatrix[Double], g: (Double) ⇒ DenseMatrix[Double]) extends Product with Serializable

A state space model with a linear Gaussian latent-state

f

the observation matrix which can be a function of time

g

the system matrix

Self Type
Dlm
Linear Supertypes
Serializable, Serializable, Product, Equals, AnyRef, Any
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  1. Dlm
  2. Serializable
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Instance Constructors

  1. new Dlm(f: (Double) ⇒ DenseMatrix[Double], g: (Double) ⇒ DenseMatrix[Double])

    f

    the observation matrix which can be a function of time

    g

    the system matrix

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
    @native() @throws( ... )
  6. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  7. val f: (Double) ⇒ DenseMatrix[Double]
  8. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  9. val g: (Double) ⇒ DenseMatrix[Double]
  10. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  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
    Annotations
    @native()
  14. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  15. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  16. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  17. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  18. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  19. def |*|(y: Dlm): Dlm

    Combine two DLMs into a multivariate DLM

    Combine two DLMs into a multivariate DLM

    y

    another DLM

    returns

    a multivariate DLM

  20. def |+|(y: Dlm): Dlm

    Combine two univariate DLMs into a rich univariate DLM

    Combine two univariate DLMs into a rich univariate DLM

    y

    another DLM

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from AnyRef

Inherited from Any

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