Class

com.github.jonnylaw.model

PfState

Related Doc: package model

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case class PfState[F[_]](t: Time, observation: Option[Observation], particles: F[State], ll: LogLikelihood, ess: Int) extends Product with Serializable

Representation of the state of the particle filter, where the particles are in a Collection typeclass defined in package.scala

t

the time of the current observation

observation

the current observation at time t

particles

a collection containing an approximate sample from the filtering distribution p(x(t) | y(t0:t))

ll

the estimated log-likelihood of the path given the observations so far

ess

the effective sample size

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Instance Constructors

  1. new PfState(t: Time, observation: Option[Observation], particles: F[State], ll: LogLikelihood, ess: Int)

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    t

    the time of the current observation

    observation

    the current observation at time t

    particles

    a collection containing an approximate sample from the filtering distribution p(x(t) | y(t0:t))

    ll

    the estimated log-likelihood of the path given the observations so far

    ess

    the effective sample size

Value Members

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

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    AnyRef → Any
  2. final def ##(): Int

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    AnyRef → Any
  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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    Attributes
    protected[java.lang]
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    @throws( ... )
  6. final def eq(arg0: AnyRef): Boolean

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  7. val ess: Int

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    the effective sample size

  8. def finalize(): Unit

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    protected[java.lang]
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    @throws( classOf[java.lang.Throwable] )
  9. final def getClass(): Class[_]

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  10. final def isInstanceOf[T0]: Boolean

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  11. val ll: LogLikelihood

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    the estimated log-likelihood of the path given the observations so far

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

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    Definition Classes
    AnyRef
  13. final def notify(): Unit

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  14. final def notifyAll(): Unit

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    Definition Classes
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  15. val observation: Option[Observation]

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    the current observation at time t

  16. val particles: F[State]

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    a collection containing an approximate sample from the filtering distribution p(x(t) | y(t0:t))

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

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    Definition Classes
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  18. val t: Time

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    the time of the current observation

  19. final def wait(): Unit

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

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

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