Struct opensrdk_probability::mcmc::sir::ParticleFilter

pub struct ParticleFilter<Y, X, DY, DX, PD>where
    Y: RandomVariable,
    X: RandomVariable + PartialEq,
    DY: Distribution<Value = Y, Condition = X>,
    DX: Distribution<Value = X, Condition = X>,
    PD: SampleableDistribution<Value = X, Condition = (Vec<X>, Vec<Y>)>,{ /* private fields */ }

Implementations

impl<Y, X, DY, DX, PD> ParticleFilter<Y, X, DY, DX, PD>where
Y: RandomVariable,
X: RandomVariable + PartialEq,
DY: Distribution<Value = Y, Condition = X>,
DX: Distribution<Value = X, Condition = X>,
PD: SampleableDistribution<Value = X, Condition = (Vec<X>, Vec<Y>)>,

pub fn new(
observable: Vec<Y>,
distr_x: DX,
distr_y: DY,
proposal: PD
) -> Result<Self, DistributionError>

pub fn filtering(
&self,
particles_initial: Vec<X>,
thr: f64
) -> Result<Vec<ContinuousSamplesDistribution<X>>, DistributionError>