Retrieve latent state trajectories from a particle filter calculation.
# S4 method for pfilterd_pomp
saved.states(object, ...)# S4 method for pfilterList
saved.states(object, ...)
result of a filtering computation
ignored
The saved states are returned in the form of a list, with one element per time-point. Each element consists of a matrix, with one row for each state variable and one column for each particle.
When one calls pfilter with save.states=TRUE, the latent state vector associated with each particle is saved.
This can be extracted by calling saved.states on the ‘pfilterd.pomp’ object.
More on sequential Monte Carlo methods:
bsmc2(),
cond.logLik(),
eff.sample.size(),
filter.mean(),
filter.traj(),
kalman,
mif2(),
pfilter(),
pmcmc(),
pred.mean(),
pred.var(),
wpfilter()
Other extraction methods:
coef(),
cond.logLik(),
covmat(),
eff.sample.size(),
filter.mean(),
filter.traj(),
forecast(),
logLik,
obs(),
pred.mean(),
pred.var(),
spy(),
states(),
summary(),
timezero(),
time(),
traces()