Index

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__init__() (particles.core.FeynmanKac method) (particles.core.SMC method) (particles.distributions.Beta method) (particles.distributions.Binomial method) (particles.distributions.Dirac method) (particles.distributions.DiscreteDist method) (particles.distributions.Gamma method) (particles.distributions.Geometric method) (particles.distributions.IndepProd method) (particles.distributions.InvGamma method) (particles.distributions.Laplace method) (particles.distributions.LinearD method) (particles.distributions.LogD method) (particles.distributions.Logistic method) (particles.distributions.LogitD method) (particles.distributions.MvNormal method) (particles.distributions.Normal method) (particles.distributions.Poisson method) (particles.distributions.ProbDist method) (particles.distributions.StructDist method) (particles.distributions.Student method) (particles.distributions.TruncNormal method) (particles.distributions.Uniform method) (particles.hmm.BaumWelch method) (particles.hmm.GaussianHMM method) (particles.hmm.HMM method) (particles.kalman.Kalman method) (particles.mcmc.GenericGibbs method) (particles.mcmc.GenericRWHM method) (particles.mcmc.MCMC method) (particles.mcmc.PMMH method) (particles.mcmc.ParticleGibbs method) (particles.resampling.MultinomialQueue method) (particles.resampling.Weights method) (particles.smc_samplers.AdaptiveTempering method) (particles.smc_samplers.FKSMCsampler method) (particles.smc_samplers.IBIS method) (particles.smc_samplers.MetroParticles method) (particles.smc_samplers.SMC2 method) (particles.smc_samplers.StaticModel method) (particles.smc_samplers.Tempering method) (particles.smc_samplers.ThetaParticles method) (particles.smoothing.ParticleHistory method), [1] (particles.state_space_models.AuxiliaryBootstrap method) (particles.state_space_models.AuxiliaryPF method) (particles.state_space_models.BearingsOnly method) (particles.state_space_models.Bootstrap method) (particles.state_space_models.DiscreteCox method) (particles.state_space_models.Gordon_etal method) (particles.state_space_models.GuidedPF method) (particles.state_space_models.MVStochVol method) (particles.state_space_models.StateSpaceModel method) (particles.state_space_models.StochVol method) (particles.state_space_models.StochVolLeverage method) (particles.state_space_models.ThetaLogistic method)

A

A (particles.core.SMC attribute) (particles.smoothing.ParticleHistory attribute), [1] AdaptiveTempering (class in particles.smc_samplers)

aux (particles.core.SMC attribute) AuxiliaryBootstrap (class in particles.state_space_models) AuxiliaryPF (class in particles.state_space_models)

B

backward_sampling() (particles.smoothing.ParticleHistory method) backward_sampling_qmc() (particles.smoothing.ParticleHistory method) BaumWelch (class in particles.hmm)

BearingsOnly (class in particles.state_space_models) Beta (class in particles.distributions) Binomial (class in particles.distributions) Bootstrap (class in particles.state_space_models)

C

compute_trajectories() (particles.smoothing.ParticleHistory method)

cpu_time (particles.core.SMC attribute)

D

Dirac (class in particles.distributions)

DiscreteCox (class in particles.state_space_models) DiscreteDist (class in particles.distributions)

E

ESS (particles.resampling.Weights attribute) essl() (in module particles.resampling)

exp_and_normalise() (in module particles.resampling) extract_one_trajectory() (particles.smoothing.ParticleHistory method)

F

FeynmanKac (class in particles.core) filt (particles.hmm.BaumWelch attribute)

filter_step() (in module particles.kalman) filter_step_asarray() (in module particles.kalman) FKSMCsampler (class in particles.smc_samplers)

G

Gamma (class in particles.distributions) GaussianHMM (class in particles.hmm) GenericGibbs (class in particles.mcmc)

GenericRWHM (class in particles.mcmc) Geometric (class in particles.distributions) Gordon_etal (class in particles.state_space_models) GuidedPF (class in particles.state_space_models)

H

halton() (in module particles.qmc) hilbert_sort (particles.hilbert attribute)

hist (particles.core.SMC attribute) HMM (class in particles.hmm)

I

IBIS (class in particles.smc_samplers) IndepProd (class in particles.distributions)

inverse_cdf (particles.resampling attribute) InvGamma (class in particles.distributions)

K

Kalman (class in particles.kalman)

L

Laplace (class in particles.distributions) LinearD (class in particles.distributions) log_mean_exp() (in module particles.resampling) log_sum_exp() (in module particles.resampling)

LogD (class in particles.distributions) Logistic (class in particles.distributions) LogitD (class in particles.distributions) logpyt (particles.hmm.BaumWelch attribute) lw (particles.resampling.Weights attribute)

M

MCMC (class in particles.mcmc) MetroParticles (class in particles.smc_samplers) multinomial() (in module particles.resampling) multinomial_once() (in module particles.resampling)

MultinomialQueue (class in particles.resampling) multiplexer() (in module particles.utils) multiSMC() (in module particles.core) MvNormal (class in particles.distributions) MVStochVol (class in particles.state_space_models)

N

Normal (class in particles.distributions)

P

ParticleGibbs (class in particles.mcmc) ParticleHistory (class in particles.smoothing), [1] particles.collectors (module) particles.core (module) particles.distributions (module) particles.hilbert (module) particles.hmm (module) particles.kalman (module) particles.mcmc (module) particles.qmc (module)

particles.resampling (module) particles.smc_samplers (module) particles.smoothing (module) particles.state_space_models (module) particles.utils (module) PMMH (class in particles.mcmc) Poisson (class in particles.distributions) pred (particles.hmm.BaumWelch attribute) predict_step() (in module particles.kalman) ProbDist (class in particles.distributions)

R

residual() (in module particles.resampling)

S

save() (particles.smoothing.ParticleHistory method) SMC (class in particles.core) SMC2 (class in particles.smc_samplers) smoother_step() (in module particles.kalman) smoothing_worker() (in module particles.smoothing) smth (particles.hmm.BaumWelch attribute) sobol() (in module particles.qmc) ssp() (in module particles.resampling) StateSpaceModel (class in particles.state_space_models)

StaticModel (class in particles.smc_samplers) step() (particles.core.SMC method) StochVol (class in particles.state_space_models) StochVolLeverage (class in particles.state_space_models) stratified() (in module particles.resampling) StructDist (class in particles.distributions) Student (class in particles.distributions) summaries (particles.core.SMC attribute) systematic() (in module particles.resampling)

T

t (particles.core.SMC attribute) Tempering (class in particles.smc_samplers) ThetaLogistic (class in particles.state_space_models)

ThetaParticles (class in particles.smc_samplers) TruncNormal (class in particles.distributions) twofilter_smoothing() (particles.smoothing.ParticleHistory method)

U

Uniform (class in particles.distributions)

uniform_spacings() (in module particles.resampling)

W

W (particles.resampling.Weights attribute) Weights (class in particles.resampling) wgt (particles.smoothing.ParticleHistory attribute), [1]

wgts (particles.core.SMC attribute) wmean_and_var() (in module particles.resampling) wmean_and_var_str_array() (in module particles.resampling) wquantiles() (in module particles.resampling)

X

X (particles.core.SMC attribute) (particles.smoothing.ParticleHistory attribute), [1]