Packages

case class State(params: FsvParameters, factors: Vector[(Double, Option[DenseVector[Double]])], volatility: Vector[SamplingState]) extends Product with Serializable

The state of the Gibbs Sampler

factors

the current sample of the time series of factors k x n dimensional

volatility

the current sample of the time series of variances, k x n dimensional

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Instance Constructors

  1. new State(params: FsvParameters, factors: Vector[(Double, Option[DenseVector[Double]])], volatility: Vector[SamplingState])

    factors

    the current sample of the time series of factors k x n dimensional

    volatility

    the current sample of the time series of variances, k x n dimensional

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
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  4. final def asInstanceOf[T0]: T0
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  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 factors: Vector[(Double, Option[DenseVector[Double]])]
  8. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
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    @throws( classOf[java.lang.Throwable] )
  9. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  10. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  11. final def ne(arg0: AnyRef): Boolean
    Definition Classes
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  12. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  13. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  14. val params: FsvParameters
  15. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  16. val volatility: Vector[SamplingState]
  17. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  18. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
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    Annotations
    @throws( ... )
  19. final def wait(arg0: Long): Unit
    Definition Classes
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    @native() @throws( ... )

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