Trait rv::process::RandomProcessMle

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pub trait RandomProcessMle<X>: RandomProcess<X> + Clone
where
    Self: Sized,
    X: Scalar + Debug,
{
    type Solver: Solver<RandomProcessMleOp<Self, X>, IterState<DVector<f64>, DVector<f64>, (), (), f64>>;

    // Required methods
    fn generate_solver() -> Self::Solver;
    fn random_params<R: Rng>(&self, rng: &mut R) -> DVector<f64>;

    // Provided method
    fn optimize<R: Rng>(
        self,
        max_iters: u64,
        random_reinits: usize,
        rng: &mut R
    ) -> Result<Self, Error> { ... }
}
Expand description

Random Process which can be optimized to reach a maximum likelihood estimate.

Required Associated Types§

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type Solver: Solver<RandomProcessMleOp<Self, X>, IterState<DVector<f64>, DVector<f64>, (), (), f64>>

Error type from Optimization errors

Required Methods§

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fn generate_solver() -> Self::Solver

Generator for optimizer

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fn random_params<R: Rng>(&self, rng: &mut R) -> DVector<f64>

Create random parameters for this Process

Provided Methods§

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fn optimize<R: Rng>( self, max_iters: u64, random_reinits: usize, rng: &mut R ) -> Result<Self, Error>

Run the optimization

§Arguments
  • max_iters - Maximum number of iterations per optimization run
  • random_reinits - Number of times to retry with random initialization
  • rng - Random number generator for random initialization

Object Safety§

This trait is not object safe.

Implementors§