examples

Value Members

1. object DetermineComposedParams extends TestModel

   

2. object DetermineLinearParameters extends App with LinearTestModel

   

3. object DeterminePoissonPosterior extends App with PoissonTestModel

   

   Use the first 400 simulations to determine the full-joint posterior of the poisson model

4. object FilterLinear extends App with LinearTestModel

   

5. object FilterPoisson extends App with PoissonTestModel

   

   Run the filter over the last 100 elements of the simulted data using samples from the joint-posterior of the state and parameters, p(x, theta | y)

6. object FilterSeasonal extends App with SeasonalTestModel

   

7. object FilterSeasonalPoisson extends TestModel

   

8. object FilteringLgcp extends App with LgcpModel

   

9. object GetLgcpParams extends App with LgcpModel

   

10. object GetSeasTParams extends App with TModel

    

11. object LongTermForecast extends App with PoissonTestModel

    

    Perform a long term forecast, by sampling from the full joint posterior p(x, theta | y) a pair consisting of the state at the time of the last observation and the associated parameter*value

12. object OneStepForecastLinear extends App with LinearTestModel

    

    Perform a one step forecast of the data

13. object OneStepForecastPoisson extends App with PoissonTestModel

    

    Perform a one step forecast on the poisson data, using unseen test data, Sampling from the joint posterior of the parameters and the state p(x, theta | y)

14. object PilotRunComposed extends App with TestModel

    

15. object PilotRunLinear extends App with LinearTestModel

    

    Perform a pilot run of the PMMH algorithm, to determine the optimum number of particles to use in the particle filter

16. object PilotRunPoisson extends App with PoissonTestModel

    

    Determine how many particles are required to run the MCMC

17. object SeasStudentT extends App with TModel

    

18. object SimLinearModel extends App with LinearTestModel

    

19. object SimOrnstein extends App

    

20. object SimPoissonModel extends App with PoissonTestModel

    

21. object SimSeasonalModel extends App with SeasonalTestModel

    

22. object SimulateBrownianMotion extends App

    

    Simulate an SDE

23. object SimulateLGCP extends App with LgcpModel

    

24. object SimulateSeasonalPoisson extends App with TestModel

    

    Simulate a poisson model, with seasonal rate parameter