show,particle.est-method

Display method for objects of class <code>particle.est</code>, which prints a summary of the estimated parameters for the particle interaction model.

show.particle.est

Implements fast and exact computation of Gaussian stochastic process with the Matern kernel using forward filtering and backward smoothing algorithm. It includes efficient implementations of the inverse Kalman filter, with applications such as estimating particle interaction functions. These tools support models with or without noise. Additionally, the package offers algorithms for fast parameter estimation in latent factor models, where the factor loading matrix is orthogonal, and latent processes are modeled by Gaussian processes. See the references: 1) Mengyang Gu and Yanxun Xu (2020), Journal of Computational and Graphical Statistics; 2) Xinyi Fang and Mengyang Gu (2024), <doi:10.48550/arXiv.2407.10089>; 3) Mengyang Gu and Weining Shen (2020), Journal of Machine Learning Research; 4) Yizi Lin, Xubo Liu, Paul Segall and Mengyang Gu (2025), <doi:10.48550/arXiv.2501.01324>.

Mengyang Gu

FastGaSP

Fast and Exact Computation of Gaussian Stochastic Process

Xinyi Fang

Yizi Lin

show.particle.est function

<dl> <dt>object</dt>
<dd>An object of class <code>particle.est</code>.</dd></dl>

Arguments

Show method for particle estimation class — show.particle.est

<dl>

 <dt>object</dt>
<dd>An object of class <code>particle.est</code>.</dd>

</dl>

show.particle.est: Show method for particle estimation class

Description

Usage

Arguments

Details

References

See Also