Struct DynamicLinearModel 

pub struct DynamicLinearModel {
    pub base_model: StateSpaceModel,
    pub time_varying_obs: Option<Vec<Array2<f64>>>,
}

Dynamic Linear Model with optional time-varying observation matrix.

Fields

base_model: StateSpaceModel

Base SSM (used when no time-varying H is provided)

time_varying_obs: Option<Vec<Array2<f64>>>

Optional sequence of observation matrices H_t (one per time step)

Implementations

impl DynamicLinearModel

pub fn new(model: StateSpaceModel) -> Self

Create a DLM from a static SSM.

pub fn with_time_varying_obs(self, h_sequence: Vec<Array2<f64>>) -> Self

Attach a time-varying sequence of observation matrices.

pub fn filter( &self, observations: ArrayView2<'_, f64>, ) -> Result<KalmanFilterResult>

Run the Kalman filter.

pub fn smooth( &self, observations: ArrayView2<'_, f64>, ) -> Result<KalmanSmootherResult>

Run filter + smoother.

Trait Implementations

impl Clone for DynamicLinearModel

fn clone(&self) -> DynamicLinearModel

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DynamicLinearModel

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.