SimInf_pfilter-class {SimInf}

Class "SimInf_pfilter"

Description

Class "SimInf_pfilter"

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.