Index

_

__init__() (bellman_filter_dfsv.filters.BellmanFilter method) (bellman_filter_dfsv.filters.ParticleFilter method) (bellman_filter_dfsv.smoothing.SmootherResult method)

B

bellman_filter_dfsv.estimation module bellman_filter_dfsv.filters module bellman_filter_dfsv.simulation module bellman_filter_dfsv.smoothing module bellman_filter_dfsv.types module

bellman_filter_dfsv.utils module, [1] bellman_filter_dfsv.utils.analysis module bellman_filter_dfsv.utils.jax_helpers module BellmanFilter (class in bellman_filter_dfsv.filters) BIFState (class in bellman_filter_dfsv.types)

C

calculate_accuracy() (in module bellman_filter_dfsv.utils.analysis)

constrain_params_default() (in module bellman_filter_dfsv.estimation) covs (bellman_filter_dfsv.types.ParticleFilterResult attribute), [1]

D

DFSVParams (class in bellman_filter_dfsv.types)

E

EMSufficientStats (class in bellman_filter_dfsv.types)

F

f_covs (bellman_filter_dfsv.types.RBParticleState attribute) f_means (bellman_filter_dfsv.types.RBParticleState attribute) f_smooth_covs (bellman_filter_dfsv.types.RBPSResult attribute) f_smooth_lag1_covs (bellman_filter_dfsv.types.RBPSResult attribute) f_smooth_means (bellman_filter_dfsv.types.RBPSResult attribute)

filter() (bellman_filter_dfsv.filters.BellmanFilter method) (bellman_filter_dfsv.filters.ParticleFilter method) FilterResult (class in bellman_filter_dfsv.types) fit_em() (in module bellman_filter_dfsv.estimation) fit_mle() (in module bellman_filter_dfsv.estimation)

H

h_particles (bellman_filter_dfsv.types.RBParticleState attribute)

h_samples (bellman_filter_dfsv.types.RBPSResult attribute)

I

info (bellman_filter_dfsv.types.BIFState attribute), [1]

infos (bellman_filter_dfsv.types.FilterResult attribute), [1] initialize() (bellman_filter_dfsv.filters.BellmanFilter method)

L

lambda_r (bellman_filter_dfsv.types.DFSVParams attribute), [1] log_likelihood (bellman_filter_dfsv.types.FilterResult attribute), [1] (bellman_filter_dfsv.types.ParticleFilterResult attribute), [1]

log_weights (bellman_filter_dfsv.types.ParticleState attribute), [1] (bellman_filter_dfsv.types.RBParticleState attribute)

M

m_step() (in module bellman_filter_dfsv.estimation) mean (bellman_filter_dfsv.types.BIFState attribute), [1] means (bellman_filter_dfsv.types.FilterResult attribute), [1] (bellman_filter_dfsv.types.ParticleFilterResult attribute), [1] module bellman_filter_dfsv.estimation bellman_filter_dfsv.filters bellman_filter_dfsv.simulation bellman_filter_dfsv.smoothing bellman_filter_dfsv.types bellman_filter_dfsv.utils, [1] bellman_filter_dfsv.utils.analysis bellman_filter_dfsv.utils.jax_helpers

mu (bellman_filter_dfsv.types.DFSVParams attribute), [1]

N

num_particles (bellman_filter_dfsv.filters.ParticleFilter attribute)

P

params (bellman_filter_dfsv.filters.BellmanFilter attribute) (bellman_filter_dfsv.filters.ParticleFilter attribute) ParticleFilter (class in bellman_filter_dfsv.filters) ParticleFilterResult (class in bellman_filter_dfsv.types)

particles (bellman_filter_dfsv.types.ParticleState attribute), [1] ParticleState (class in bellman_filter_dfsv.types) Phi_f (bellman_filter_dfsv.types.DFSVParams attribute), [1] Phi_h (bellman_filter_dfsv.types.DFSVParams attribute), [1]

Q

Q_h (bellman_filter_dfsv.types.DFSVParams attribute), [1]

R

RBParticleState (class in bellman_filter_dfsv.types) rbps_to_suffstats() (in module bellman_filter_dfsv.estimation) RBPSResult (class in bellman_filter_dfsv.types)

resample_threshold_frac (bellman_filter_dfsv.filters.ParticleFilter attribute) rts_smoother() (in module bellman_filter_dfsv.smoothing) run_rbps() (in module bellman_filter_dfsv.smoothing)

S

safe_inverse_gamma_logpdf() (in module bellman_filter_dfsv.utils.jax_helpers) safe_norm_logpdf() (in module bellman_filter_dfsv.utils.jax_helpers) seed (bellman_filter_dfsv.filters.ParticleFilter attribute) sigma2 (bellman_filter_dfsv.types.DFSVParams attribute), [1] simulate_DFSV() (in module bellman_filter_dfsv.simulation) simulate_dfsv() (in module bellman_filter_dfsv.simulation) smooth_state() (bellman_filter_dfsv.filters.BellmanFilter method) smoothed_covs (bellman_filter_dfsv.smoothing.SmootherResult attribute) smoothed_lag1_covs (bellman_filter_dfsv.smoothing.SmootherResult attribute) smoothed_means (bellman_filter_dfsv.smoothing.SmootherResult attribute) SmootherResult (class in bellman_filter_dfsv.smoothing) sum_exp_neg_h (bellman_filter_dfsv.types.EMSufficientStats attribute)

sum_exp_neg_h_f_fprev_diag (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_exp_neg_h_fprev_sq (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_f_f (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_f_fprev (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_fprev_fprev (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_h (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_h_h (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_h_hprev (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_hprev (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_hprev_hprev (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_r_f (bellman_filter_dfsv.types.EMSufficientStats attribute) sum_r_r_diag (bellman_filter_dfsv.types.EMSufficientStats attribute) systematic_resample_indices() (in module bellman_filter_dfsv.smoothing)

T

T (bellman_filter_dfsv.types.EMSufficientStats attribute)

U

unconstrain_params_default() (in module bellman_filter_dfsv.estimation) update_lambda_r() (in module bellman_filter_dfsv.estimation) update_mu() (in module bellman_filter_dfsv.estimation)

update_Phi_f() (in module bellman_filter_dfsv.estimation) update_Phi_h() (in module bellman_filter_dfsv.estimation) update_Q_h() (in module bellman_filter_dfsv.estimation) update_sigma2() (in module bellman_filter_dfsv.estimation)