interfaces.rst

Interfaces

Particle Filter

.. autoclass:: pyparticleest.interfaces.SIR
        :members:

.. autoclass:: pyparticleest.interfaces.ParticleFiltering
        :members:

.. autoclass:: pyparticleest.interfaces.FFProposeFromMeasure
        :members:

Particle Filter Non-Markov

.. autoclass:: pyparticleest.interfaces.ParticleFilteringNonMarkov
        :members:

Auxiliary Particle Filter

.. autoclass:: pyparticleest.interfaces.AuxiliaryParticleFiltering
        :members:

Forward-Filter Backward Simulator

.. autoclass:: pyparticleest.interfaces.FFBSi
        :members:

FFBSi Non-Markov

.. autoclass:: pyparticleest.interfaces.FFBSiNonMarkov
        :members:

FFBSi with Rejection Sampling

.. autoclass:: pyparticleest.interfaces.FFBSiRS
        :members:

.. autoclass:: pyparticleest.interfaces.FFBSiRSNonMarkov
        :members:

Proposal methods, e.g. MHIPS and MHBP

.. autoclass:: pyparticleest.interfaces.SampleProposer
        :members:

Parameter estimation

Numerical gradient

.. autoclass:: pyparticleest.paramest.interfaces.ParamEstInterface
        :members:

Analytic gradient

.. autoclass:: pyparticleest.paramest.interfaces.ParamEstInterface_GradientSearch
        :members: