Packages

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

    Fit a state space model with a latent Gaussian state and a Student's t observation distribution using the fact that the student's t-distribution is an Inverse Gamma mixture of normals

    Fit a state space model with a latent Gaussian state and a Student's t observation distribution using the fact that the student's t-distribution is an Inverse Gamma mixture of normals

    Definition Classes
    model
  • PmmhState
  • State

case class State(p: DlmParameters, variances: Vector[Double], nu: Int, state: Vector[SamplingState], accepted: Int) extends Product with Serializable

The state of the Markov chain for the Student's t-distribution gibbs sampler

p

the DLM parameters

variances

the variances for each of the observations V_t

nu

the degrees of freedom of the Student's t-distribution

state

the currently sampled state using FFBS

Linear Supertypes
Serializable, Serializable, Product, Equals, AnyRef, Any
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Instance Constructors

  1. new State(p: DlmParameters, variances: Vector[Double], nu: Int, state: Vector[SamplingState], accepted: Int)

    p

    the DLM parameters

    variances

    the variances for each of the observations V_t

    nu

    the degrees of freedom of the Student's t-distribution

    state

    the currently sampled state using FFBS

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: Int
  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  7. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  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
    Annotations
    @native()
  10. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  11. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  12. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  13. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  14. val nu: Int
  15. val p: DlmParameters
  16. val state: Vector[SamplingState]
  17. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  18. val variances: Vector[Double]
  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
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    @native() @throws( ... )

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Inherited from Product

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