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org.ruivieira.ssm.univariate

StateGenerator

Related Doc: package univariate

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object StateGenerator

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  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. def ar1(nobs: Int, alpha: Double, beta: Double, state0: State[Double], W: Double): Vector[State[Double]]

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    Generates an Array of states corresponding to an AR(1) DGLM

    Generates an Array of states corresponding to an AR(1) DGLM

    nobs

    The number of observations to generate

    alpha

    First auto-regressive parameter

    beta

    Second auto-regressive parameter

    state0

    The initial state as a DenseVector

    W

    The state's variance, W > 0

    returns

    An Array of DenseVector states

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  16. def states(nobs: Int, structure: Structure, state0: State[Double]): Vector[State[Double]]

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    Generates an Array of states corresponding to a DGLM with the specified UnivariateStructure.

    Generates an Array of states corresponding to a DGLM with the specified UnivariateStructure.

    nobs

    The number of observations to generate

    structure

    The model's UnivariateStructure

    state0

    The initial state as a DenseVector

    returns

    An Array of DenseVector states

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

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