Struct StateSpaceModel

Source

pub struct StateSpaceModel {
    pub transition_matrix: Array2<f64>,
    pub selection_matrix: Array2<f64>,
    pub design_matrix: Array1<f64>,
    pub state_cov: Array2<f64>,
    pub obs_cov: f64,
}

Expand description

State-space specification: Y_t = Z * alpha_t + eps_t, eps_t ~ N(0, H) alpha_{t+1} = T * alpha_t + R * eta_t, eta_t ~ N(0, Q)

Fields§

§transition_matrix: Array2<f64>§selection_matrix: Array2<f64>§design_matrix: Array1<f64>§state_cov: Array2<f64>§obs_cov: f64

Implementations§

Source §

impl StateSpaceModel

Source

pub fn local_linear_trend( sigma_obs: f64, sigma_level: f64, sigma_trend: f64, ) -> Self

Trait Implementations§

Source §

impl<'de> Deserialize<'de> for StateSpaceModel

Source §

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

Source §

impl Serialize for StateSpaceModel

Source §

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

§

impl UnwindSafe for StateSpaceModel

Blanket Implementations§

Source §

impl<T> Any for T
where T: 'static + ?Sized,

Source §

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

Source §

impl<T> Borrow<T> for T
where T: ?Sized,

Source §

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

Source §

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source §

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

Source §

impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

Source §

impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

Source §

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

Source §

impl<T> From<T> for T

Source §

fn from(t: T) -> T

Returns the argument unchanged.

Source §

impl<T, U> Into for T
where U: From<T>,

Source §

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source §

impl<T> IntoEither for T

Source §

fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

Source §

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

Source §