pomp (version 0.43-4)

pfilter: Particle filter

Description

Run a plain vanilla particle filter. Resampling is performed at each observation.

Usage

## S3 method for class 'pomp':
pfilter(object, params, Np, tol = 1e-17,
    max.fail = 0, pred.mean = FALSE, pred.var = FALSE,
    filter.mean = FALSE, save.states = FALSE,
    save.params = FALSE, seed = NULL,
    verbose = getOption("verbose"), ...)
## S3 method for class 'pfilterd.pomp':
pfilter(object, params, Np, tol,
    max.fail = 0, pred.mean = FALSE, pred.var = FALSE,
    filter.mean = FALSE, save.states = FALSE,
    save.params = FALSE, seed = NULL,
    verbose = getOption("verbose"), ...)

Value

• An object of class pfilterd.pomp. This class inherits from class pomp and contains the following additional slots: [object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object] These can be accessed using the $ operator as if the returned object were a list. In addition, logLik returns the log likelihood. Note that if the argument params is a named vector, then these parameters are included in the params slot of the returned pfilterd.pomp object. That is coef(pfilter(obj,params=theta))==theta if theta is a named vector of parameters.

References

M. S. Arulampalam, S. Maskell, N. Gordon, & T. Clapp. A Tutorial on Particle Filters for Online Nonlinear, Non-Gaussian Bayesian Tracking. IEEE Trans. Sig. Proc. 50:174--188, 2002.

See Also

pomp-class

Examples

## See the vignettes for examples.