examples

Value Members

1. object DetermineComposedParams extends TestModel

   

2. object DetermineComposedParamsBlockwise extends App with TestModel

   

   Create multiple Metropolis Kernels and monitor the acceptance of each block

3. object DetermineLinearParameters extends App with LinearTestModel

   

4. object DeterminePoissonParams extends App with PoissonTestModel

   

5. object DeterminePoissonPosterior extends App with PoissonTestModel

   

   Sample from the join posterior of the state and parameters p(x, theta | y)

6. object DetermineSeasonalParameters extends App with SeasonalTestModel

   

7. object FilterLinear extends App with LinearTestModel

   

8. 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)

9. object FilterSeasonal extends App with SeasonalTestModel

   

10. object FilterSeasonalPoisson extends TestModel

    

11. object FilteringLgcp extends App with LgcpModel

    

12. object GetLgcpParams extends App with LgcpModel

    

13. object GetSeasTParams extends App with TModel

    

14. object LinearFullPosterior extends App with LinearTestModel

    

15. 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

16. object OneStepForecastLinear extends App with LinearTestModel

    

    Perform a one step forecast of the data

17. 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)

18. object PilotRunComposed extends App with TestModel

    

19. 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

20. object PilotRunPoisson extends App with PoissonTestModel

    

    Determine how many particles are required to run the MCMC

21. object SeasStudentT extends App with TModel

    

22. object SeasonalPilotRun extends App with SeasonalTestModel

    

23. object SimLinearModel extends App with LinearTestModel

    

24. object SimOrnstein extends App

    

25. object SimPoissonModel extends App with PoissonTestModel

    

26. object SimSeasonalModel extends App with SeasonalTestModel

    

27. object SimulateBrownianMotion extends App

    

    Simulate an SDE

28. object SimulateLGCP extends App with LgcpModel

    

29. object SimulateSeasonalPoisson extends App with TestModel

    

    Simulate a poisson model, with seasonal rate parameter