Filter

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. def accFilter(data: Seq[Data], t0: Time)(particles: Int): Seq[PfState]

   

   Run a filter over a vector of data and return a vector of PfState Containing the raw particles and associated weights at each time step

   Run a filter over a vector of data and return a vector of PfState Containing the raw particles and associated weights at each time step

   Definition Classes

   ParticleFilter

5. def advanceState(states: Seq[State], dt: TimeIncrement, t: Time): Seq[(State, Eta)]

   

   Definition Classes

   Filter → ParticleFilter

6. final def asInstanceOf[T0]: T0

   

   Definition Classes

   Any

7. def calculateWeights(x: Eta, y: Observation): LogLikelihood

   

   Definition Classes

   Filter → ParticleFilter

8. def clone(): AnyRef

   

   Attributes

   protected[java.lang]

   Definition Classes

   AnyRef

   Annotations

   @throws( ... )

9. final def eq(arg0: AnyRef): Boolean

   

   Definition Classes

   AnyRef

10. def filter(t0: Time)(particles: Int): Pipe[Task, Data, PfState]

    

    Run a filter over a stream of data

    Run a filter over a stream of data

    Definition Classes

    ParticleFilter

11. def filterWithForecast(t0: Time)(particles: Int): Pipe[Task, Data, (PfState, ForecastOut)]

    

    One step forecast filter, advances the particles ahead to the time of the next observation transforms them according to the model and calculates the expected observation and 99% credible intervals

    One step forecast filter, advances the particles ahead to the time of the next observation transforms them according to the model and calculates the expected observation and 99% credible intervals

    t0

    the initial time of the observations

    particles

    the number of particles to use in the filter/forecast

    returns

    a Pipe[Task, Data, (PfState, ForecastOut)], which transforms a stream of Data into a stream of tuples (PfState, ForecastOut)

    Definition Classes

    ParticleFilter

12. def filterWithIntervals(data: Seq[Data], t0: Time)(particles: Int): Seq[PfOut]

    

    Filter the data, but get a vector containing the mean eta, eta intervals, mean state, and credible intervals of the state

    Filter the data, but get a vector containing the mean eta, eta intervals, mean state, and credible intervals of the state

    Definition Classes

    ParticleFilter

13. def finalize(): Unit

    

    Attributes

    protected[java.lang]

    Definition Classes

    AnyRef

    Annotations

    @throws( classOf[java.lang.Throwable] )

14. final def getClass(): Class[_]

    

    Definition Classes

    AnyRef → Any

15. def initialiseState(particles: Int, t0: Time): PfState

    

    Definition Classes

    ParticleFilter

16. final def isInstanceOf[T0]: Boolean

    

    Definition Classes

    Any

17. def llFilter(t0: Time, particles: Int)(data: Seq[Data]): LogLikelihood

    

    Calculate the log-likelihood

    Calculate the log-likelihood

    Definition Classes

    ParticleFilter

18. val mod: Model

    

    A model

    A model

    Definition Classes

    Filter → ParticleFilter

19. final def ne(arg0: AnyRef): Boolean

    

    Definition Classes

    AnyRef

20. final def notify(): Unit

    

    Definition Classes

    AnyRef

21. final def notifyAll(): Unit

    

    Definition Classes

    AnyRef

22. def resample: Resample[State]

    

    Definition Classes

    Filter → ParticleFilter

23. val resamplingScheme: Resample[State]

    

24. def stepFilter(s: PfState, y: Data): PfState

    

    Step filter, perform one step of the particle fiilter

    Step filter, perform one step of the particle fiilter

    Definition Classes

    ParticleFilter

25. def stepWithForecast(s: PfState, y: Data): (PfState, ForecastOut)

    

    Definition Classes

    ParticleFilter

26. final def synchronized[T0](arg0: ⇒ T0): T0

    

    Definition Classes

    AnyRef

27. final def wait(): Unit

    

    Definition Classes

    AnyRef

    Annotations

    @throws( ... )

28. final def wait(arg0: Long, arg1: Int): Unit

    

    Definition Classes

    AnyRef

    Annotations

    @throws( ... )

29. final def wait(arg0: Long): Unit

    

    Definition Classes

    AnyRef

    Annotations

    @throws( ... )