Class

com.github.jonnylaw.model

ObservationWithState

Related Doc: package model

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case class ObservationWithState(t: Time, observation: Observation, eta: Eta, gamma: Gamma, sdeState: State) extends Data with Product with Serializable

A single observation of a time series, containing a realisation of the filtering state

observation

pi(eta), the observation

eta

g(gamma), the latent state transformed by the linking-function

gamma

f(x_t), the latent state transformed by the linear transformation

sdeState

x_t

Linear Supertypes
Serializable, Serializable, Product, Equals, Data, AnyRef, Any
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  1. ObservationWithState
  2. Serializable
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Visibility
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Instance Constructors

  1. new ObservationWithState(t: Time, observation: Observation, eta: Eta, gamma: Gamma, sdeState: State)

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    observation

    pi(eta), the observation

    eta

    g(gamma), the latent state transformed by the linking-function

    gamma

    f(x_t), the latent state transformed by the linear transformation

    sdeState

    x_t

Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

  3. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  4. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

  5. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

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    Definition Classes
    AnyRef

  7. val eta: Eta

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    g(gamma), the latent state transformed by the linking-function

  8. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  9. val gamma: Gamma

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    f(x_t), the latent state transformed by the linear transformation

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

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    Definition Classes
    AnyRef → Any

  11. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

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

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    Definition Classes
    AnyRef

  13. final def notify(): Unit

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    Definition Classes
    AnyRef

  14. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

  15. val observation: Observation

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    pi(eta), the observation

    Definition Classes
    ObservationWithState → Data

  16. val sdeState: State

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    x_t

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

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    Definition Classes
    AnyRef

  18. val t: Time

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    Definition Classes
    ObservationWithState → Data

  19. final def wait(): Unit

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    AnyRef
    Annotations
    @throws( ... )

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

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    Annotations
    @throws( ... )

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

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    Definition Classes
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    @throws( ... )

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from Data

Inherited from AnyRef

Inherited from Any

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