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, threshold
C0, getObsDimension, getObservationModel, getStateDimension, getStateModel, m0
public 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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