pomp
Inference for partially observed Markov processes
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Go to the source code of this file.
Macros | |
#define | ALPHA1 (p[parindex[0]]) |
#define | ALPHA2 (p[parindex[1]]) |
#define | ALPHA3 (p[parindex[2]]) |
#define | ALPHA4 (p[parindex[3]]) |
#define | SIGMA1 (p[parindex[4]]) |
#define | SIGMA2 (p[parindex[5]]) |
#define | SIGMA3 (p[parindex[6]]) |
#define | TAU (p[parindex[7]]) |
#define | X1 (stateindex[0]) |
#define | X2 (stateindex[1]) |
#define | Y1 (y[obsindex[0]]) |
#define | Y2 (y[obsindex[1]]) |
#define | V11 (f[vmatindex[0]]) |
#define | V21 (f[vmatindex[1]]) |
#define | V12 (f[vmatindex[2]]) |
#define | V22 (f[vmatindex[3]]) |
Functions | |
static void | sim_ou2 (double *x1, double *x2, double alpha1, double alpha2, double alpha3, double alpha4, double sigma1, double sigma2, double sigma3) |
static double | dens_ou2 (double x1, double x2, double z1, double z2, double alpha1, double alpha2, double alpha3, double alpha4, double sigma1, double sigma2, double sigma3, int give_log) |
void | _ou2_step (double *x, const double *p, const int *stateindex, const int *parindex, const int *covindex, const double *covars, double t, double deltat) |
void | _ou2_pdf (double *f, double *x, double *z, double t1, double t2, const double *p, const int *stateindex, const int *parindex, const int *covindex, const double *covars) |
void | _ou2_skel (double *f, double *x, double *p, int *stateindex, int *parindex, int *covindex, double *covars, double t) |
void | _ou2_dmeasure (double *lik, double *y, double *x, double *p, int give_log, int *obsindex, int *stateindex, int *parindex, int *covindex, double *covar, double t) |
void | _ou2_rmeasure (double *y, double *x, double *p, int *obsindex, int *stateindex, int *parindex, int *covindex, double *covar, double t) |
void | _ou2_emeasure (double *y, double *x, double *p, int *obsindex, int *stateindex, int *parindex, int *covindex, double *covar, double t) |
void | _ou2_vmeasure (double *f, double *x, double *p, int *vmatindex, int *stateindex, int *parindex, int *covindex, double *covar, double t) |
void _ou2_dmeasure | ( | double * | lik, |
double * | y, | ||
double * | x, | ||
double * | p, | ||
int | give_log, | ||
int * | obsindex, | ||
int * | stateindex, | ||
int * | parindex, | ||
int * | covindex, | ||
double * | covar, | ||
double | t | ||
) |
void _ou2_emeasure | ( | double * | y, |
double * | x, | ||
double * | p, | ||
int * | obsindex, | ||
int * | stateindex, | ||
int * | parindex, | ||
int * | covindex, | ||
double * | covar, | ||
double | t | ||
) |
void _ou2_pdf | ( | double * | f, |
double * | x, | ||
double * | z, | ||
double | t1, | ||
double | t2, | ||
const double * | p, | ||
const int * | stateindex, | ||
const int * | parindex, | ||
const int * | covindex, | ||
const double * | covars | ||
) |
void _ou2_rmeasure | ( | double * | y, |
double * | x, | ||
double * | p, | ||
int * | obsindex, | ||
int * | stateindex, | ||
int * | parindex, | ||
int * | covindex, | ||
double * | covar, | ||
double | t | ||
) |
void _ou2_skel | ( | double * | f, |
double * | x, | ||
double * | p, | ||
int * | stateindex, | ||
int * | parindex, | ||
int * | covindex, | ||
double * | covars, | ||
double | t | ||
) |
void _ou2_step | ( | double * | x, |
const double * | p, | ||
const int * | stateindex, | ||
const int * | parindex, | ||
const int * | covindex, | ||
const double * | covars, | ||
double | t, | ||
double | deltat | ||
) |
void _ou2_vmeasure | ( | double * | f, |
double * | x, | ||
double * | p, | ||
int * | vmatindex, | ||
int * | stateindex, | ||
int * | parindex, | ||
int * | covindex, | ||
double * | covar, | ||
double | t | ||
) |
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static |