public class ElliottOnlineFilter extends Elliott2005DLM
| Modifier and Type | Class and Description |
|---|---|
static class |
ElliottOnlineFilter.NoModelFitted |
| Constructor and Description |
|---|
ElliottOnlineFilter(double[] observations,
double A0,
double B0,
double C0,
double D0,
int maxIterations) |
ElliottOnlineFilter(double[] observations,
Elliott2005DLM model0,
int maxIterations) |
| Modifier and Type | Method and Description |
|---|---|
static Elliott2005DLM |
iteration(Elliott2005DLM model0,
double[] observations) |
A, B, C, D, holdingTime, holdingTimeByThreshold, mu, simObs, simStates, thresholdC0, getObsDimension, getObservationModel, getStateDimension, getStateModel, m0public ElliottOnlineFilter(double[] observations,
Elliott2005DLM model0,
int maxIterations)
throws ElliottOnlineFilter.NoModelFitted
public ElliottOnlineFilter(double[] observations,
double A0,
double B0,
double C0,
double D0,
int maxIterations)
throws ElliottOnlineFilter.NoModelFitted
public static Elliott2005DLM iteration(Elliott2005DLM model0, double[] observations)
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