Index

_

__init__() (particles.collectors.Collector method) (particles.collectors.Moments method) (particles.collectors.Online_smooth_ON2 method) (particles.collectors.Online_smooth_naive method) (particles.collectors.Paris method) (particles.core.FeynmanKac method) (particles.core.SMC method) (particles.datasets.BinaryRegDataset method) (particles.datasets.Boston method) (particles.datasets.Dataset method) (particles.datasets.Eeg method) (particles.datasets.GBP_vs_USD_9798 method) (particles.datasets.LogReturnsDataset method) (particles.datasets.Neuro method) (particles.datasets.Nutria method) (particles.datasets.Pima method) (particles.datasets.RegressionDataset method) (particles.datasets.Sonar method) (particles.distributions.Beta method) (particles.distributions.Binomial method) (particles.distributions.Dirac method) (particles.distributions.DiscreteDist method) (particles.distributions.FlatNormal 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.LogNormal 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.kalman.LinearGauss method) (particles.kalman.MVLinearGauss method) (particles.mcmc.GenericGibbs method) (particles.mcmc.GenericRWHM method) (particles.mcmc.MCMC method) (particles.mcmc.PMMH method) (particles.mcmc.ParticleGibbs method) (particles.nested.NestedSampling method) (particles.nested.Nested_RWmoves method) (particles.resampling.MultinomialQueue method) (particles.resampling.Weights method) (particles.smc_samplers.AdaptiveTempering method) (particles.smc_samplers.ArrayMCMC method) (particles.smc_samplers.IBIS method) (particles.smc_samplers.MCMCSequence method) (particles.smc_samplers.MCMCSequenceWF method) (particles.smc_samplers.SMC2 method) (particles.smc_samplers.StaticModel method) (particles.smc_samplers.TemperingBridge method) (particles.smc_samplers.ThetaParticles method) (particles.smoothing.PartialParticleHistory method) (particles.smoothing.ParticleHistory method), [1] (particles.smoothing.RollingParticleHistory method) (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) (particles.variance_estimators.Lag_based_var method) (particles.variance_estimators.Var method) (particles.variance_estimators.Var_logLt method)

A

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

ArrayMCMC (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_qmc() (particles.smoothing.ParticleHistory method) BaumWelch (class in particles.hmm) BearingsOnly (class in particles.state_space_models) Beta (class in particles.distributions)

BinaryRegDataset (class in particles.datasets) Binomial (class in particles.distributions) Bootstrap (class in particles.state_space_models) Boston (class in particles.datasets)

C

Collector (class in particles.collectors)

compute_trajectories() (particles.smoothing.ParticleHistory method) cpu_time (particles.core.SMC attribute)

D

Dataset (class in particles.datasets) Dirac (class in particles.distributions)

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

E

Eeg (class in particles.datasets) 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) FlatNormal (class in particles.distributions)

G

Gamma (class in particles.distributions) GaussianHMM (class in particles.hmm) GBP_vs_USD_9798 (class in particles.datasets) 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.rqmc) hilbert_sort() (in module particles.hilbert)

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

Lag_based_var (class in particles.variance_estimators) Laplace (class in particles.distributions) LinearD (class in particles.distributions) LinearGauss (class in particles.kalman) 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) LogNormal (class in particles.distributions) logpyt (particles.hmm.BaumWelch attribute) LogReturnsDataset (class in particles.datasets) lw (particles.resampling.Weights attribute)

M

MCMC (class in particles.mcmc) MCMCSequence (class in particles.smc_samplers) MCMCSequenceWF (class in particles.smc_samplers) Moments (class in particles.collectors) 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) MVLinearGauss (class in particles.kalman) MvNormal (class in particles.distributions) MVStochVol (class in particles.state_space_models)

N

Nested_RWmoves (class in particles.nested) NestedSampling (class in particles.nested)

Neuro (class in particles.datasets) Normal (class in particles.distributions) Nutria (class in particles.datasets)

O

Online_smooth_naive (class in particles.collectors)

Online_smooth_ON2 (class in particles.collectors)

P

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

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

R

RegressionDataset (class in particles.datasets)

residual() (in module particles.resampling) RollingParticleHistory (class in particles.smoothing)

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.rqmc) Sonar (class in particles.datasets) 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) TemperingBridge (class in particles.smc_samplers) ThetaLogistic (class in particles.state_space_models)

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

U

Uniform (class in particles.distributions)

uniform_spacings() (in module particles.resampling)

V

Var (class in particles.variance_estimators)

var_estimate() (in module particles.variance_estimators) Var_logLt (class in particles.variance_estimators)

W

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

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]