Class

com.github.jonnylaw.model

ParamFilterState

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case class ParamFilterState[F[_]](t: Time, observation: Option[Observation], ps: F[(Parameters, State)], ll: LogLikelihood) extends Product with Serializable

This class represents the state of a a filter starting with a draw from the joint posterior p(x, theta | y) as the filter is applied, the value of the state changes with time, but the parameters, theta, are static

t

the time of the draw from the joint posterior

observation

the measurement taken at time t

ps

a tuple containing the parameter and state drawn from the joint posterior

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Instance Constructors

  1. new ParamFilterState(t: Time, observation: Option[Observation], ps: F[(Parameters, State)], ll: LogLikelihood)

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    t

    the time of the draw from the joint posterior

    observation

    the measurement taken at time t

    ps

    a tuple containing the parameter and state drawn from the joint posterior

Value Members

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

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  2. final def ##(): Int

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

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  4. final def asInstanceOf[T0]: T0

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  5. def clone(): AnyRef

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

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  7. def finalize(): Unit

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

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  9. final def isInstanceOf[T0]: Boolean

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  10. val ll: LogLikelihood

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

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  12. final def notify(): Unit

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  13. final def notifyAll(): Unit

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  14. val observation: Option[Observation]

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    the measurement taken at time t

  15. val ps: F[(Parameters, State)]

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    a tuple containing the parameter and state drawn from the joint posterior

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

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  17. val t: Time

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    the time of the draw from the joint posterior

  18. final def wait(): Unit

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

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

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