"SimInf_pfilter"
Class "SimInf_pfilter"
model
A SimInf_model
object with one filtered
trajectory attached.
npart
An integer with the number of particles that was used at each timestep.
loglik
The estimated log likelihood.
ess
A numeric vector with the effective sample size (ESS). The effective sample size is computed as $$\left(\sum_{i=1}^N\!(w_{t}^{i})^2\right)^{-1},$$ where \(w_{t}^{i}\) is the normalized weight of particle \(i\) at time \(t\).