mixpp: bdm::NoiseParticleX Class Reference

bdm::NoiseParticleX Class Reference

#include <particles.h>

List of all members.

Detailed Description

Marginalized particle for state-space models with unknown parameters of distribuution of residues on $v_t$.

\begin{eqnarray*} x_t &=& g(x_{t-1}) + v_t,\\ y_t &\sim &fy(x_t), \end{eqnarray*}

This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance.

The documentation for this class was generated from the following file:
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