Packages

  • package root
    Definition Classes
    root
  • package dlm
    Definition Classes
    root
  • package core
    Definition Classes
    dlm
  • package model
    Definition Classes
    core
  • object StochasticVolatilityKnots

    Use a Gaussian approximation to the state space to sample the stochastic volatility model with discrete regular observations and an AR(1) latent state

    Use a Gaussian approximation to the state space to sample the stochastic volatility model with discrete regular observations and an AR(1) latent state

    Definition Classes
    model
  • OuSvState

case class OuSvState(params: SvParameters, alphas: Vector[SampleState], accepted: DenseVector[Int]) extends Product with Serializable

Linear Supertypes
Serializable, Serializable, Product, Equals, AnyRef, Any
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. OuSvState
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. AnyRef
  7. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Instance Constructors

  1. new OuSvState(params: SvParameters, alphas: Vector[SampleState], accepted: DenseVector[Int])

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. val accepted: DenseVector[Int]
  5. val alphas: Vector[SampleState]
  6. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  7. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  8. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  9. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  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. val params: SvParameters
  16. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  17. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  18. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  19. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from AnyRef

Inherited from Any

Ungrouped