class ParticleFilter < Object
The ParticleFilter class hierarchy is as follows:
|nsteps:Integer?||Number of steps. If this has no value, the model will be required to suggest an appropriate value.|
|nforecasts:Integer||Number of additional forecast steps per step.|
|nparticles:Integer||Number of particles.|
|trigger:Real||Threshold for resampling. Resampling is performed whenever the effective sample size, as a proportion of
|delayed:Boolean||Should delayed sampling be used?|
|ancestor:Boolean||Should ancestor sampling be used for conditional filter?|
Member Fiber Details
- model: The model.
Yields: a tuple giving, in order: - particle states, - particle log weights, - log normalizing constant estimate, - effective sample size, - total number of propagations used to obtain these, which may include rejected particles.