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SimInf (version 9.8.1)

SimInf_pfilter-class: Class "SimInf_pfilter"

Description

Class "SimInf_pfilter"

Arguments

Slots

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 \(t\).