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ParticleSampler

abstract class ParticleSampler < Object

Abstract particle sampler.

The ParticleSampler class hierarchy is as follows:

Member Variables

Name Description
filter:ParticleFilter Particle filter to use for state sampling.
nsamples:Integer Number of samples.

Member Fibers

Name Description
sample Sample.

Member Fiber Details

sample

abstract fiber sample(model:Model) -> (Model, Real, Real[_], Real[_], Integer[_])

Sample.

  • model: The model.

Yields: a tuple giving, in order: - sample - log weight of the sample, and - for each step of the particle filter run to obtain the sample: - log normalizing constant estimates, - effective sample size, - total number of propagations.