dzim.filter {ZIM} | R Documentation |
Particle Filtering for DZIM
Description
Function to implement the particle filtering method proposed by Gordsill et al. (1993).
Usage
dzim.filter(y, X, w, para, control)
Arguments
y |
response variable. |
X |
design matrix. |
w |
|
para |
model parameters. |
control |
control arguments. |
References
Gordon, N. J., Salmond, D. J., and Smith, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEEE Proceedings, 140, 107-113.
See Also
dzim
,
dzim.fit
,
dzim.smooth
,
dzim.control
,
dzim.sim
,
dzim.plot
[Package ZIM version 1.1.0 Index]