Trait/Object

com.github.jonnylaw.model

ParticleFilter

Related Docs: object ParticleFilter | package model

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trait ParticleFilter[F[_]] extends AnyRef

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Abstract Value Members

  1. implicit abstract val f: Collection[F]

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  2. abstract val mod: Model

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  3. abstract def resample: Resample[F, State]

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Concrete 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 equals(arg0: Any): Boolean

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  8. def filter(data: Vector[Data])(particles: Int): (LogLikelihood, Vector[State])

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    A particle filter to be ran over observed data to return the log-likelihood and a proposed value of the path by sampling from the distribution of the paths

    A particle filter to be ran over observed data to return the log-likelihood and a proposed value of the path by sampling from the distribution of the paths

    data

    the initial time of the data

    particles

    the number of particles to use in the particle approximation to the filtering distribution

    returns

    (LogLikelihood, Vector[State]) The log likelihood and a sample from the posterior of the filtering distribution

  9. def filterStream(t0: Time)(particles: Int): Flow[Data, PfState[F], NotUsed]

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    Run a filter over a stream of data

  10. def finalize(): Unit

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

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  12. def hashCode(): Int

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  13. def initialiseState(particles: Int, t0: Time): PfState[F]

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  14. final def isInstanceOf[T0]: Boolean

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  15. def llFilter(data: Vector[Data])(n: Int): LogLikelihood

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    Filter a collection of data and return an estimate of the loglikelihood

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

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  17. final def notify(): Unit

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  18. final def notifyAll(): Unit

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  19. def stepFilter(s: PfState[F], y: Data): PfState[F]

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

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  21. def toString(): String

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  22. final def wait(): Unit

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

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

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