sphinx.addnodesdocument)}( rawsourcechildren]docutils.nodessection)}(hhh](h title)}(hstatespace\_models packageh]h Textstatespace_models package}(parenth _documenthsourceNlineNuba attributes}(ids]classes]names]dupnames]backrefs]utagnamehhh hhhfC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\docs\statespace_models\statespace_models.rsthKubh )}(hhh]h)}(h Submodulesh]h Submodules}(hh0hhhNhNubah}(h!]h#]h%]h']h)]uh+hhh-hhhh,hKubah}(h!] submodulesah#]h%] submodulesah']h)]uh+h hh hhhh,hKubh )}(hhh](h)}(h$statespace\_models.estimators moduleh]h$statespace_models.estimators module}(hhIhhhNhNubah}(h!]h#]h%]h']h)]uh+hhhFhhhh,hKubhindex)}(hhh]h}(h!]h#]h%]h']h)]entries](pair$module; statespace_models.estimators#module-statespace_models.estimatorshNtauh+hWhhFhhhNhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](single.kalman (class in statespace_models.estimators)#statespace_models.estimators.kalmanhNtauh+hWhhFhhhNhNubhdesc)}(hhh](hdesc_signature)}(hkalman(kf_type, data, transition_matrix=None, 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use_threadsh]h use_threads}(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubj)}(h=h]h=}(hjhhhNhNubah}(h!]h#]j$ah%]h']h)]uh+jhjubj))}(hFalseh]hFalse}(hjhhhNhNubah}(h!]h#]j5ah%]h']h)]support_smartquotesuh+j(hjubeh}(h!]h#]h%]h']h)]hhuh+hhhubeh}(h!]h#]h%]h']h)]hhuh+hhh~hhhhhKubeh}(h!]huah#](sig sig-objecteh%]h']h)]modulestatespace_models.estimatorsclasshfullnameh _toc_partsj,h _toc_namehuh+h|hhhKhhyhhubh desc_content)}(hhh](h paragraph)}(hBases: :py:class:`object`h](hBases: }(hj9hhhNhNubh pending_xref)}(h:py:class:`object`h]h literal)}(hjEh]hobject}(hjIhhhNhNubah}(h!]h#](xrefpypy-classeh%]h']h)]uh+jGhjCubah}(h!]h#]h%]h']h)]refdoc#statespace_models/statespace_models refdomainjTreftypeclass refexplicitrefwarn py:modulej,py:classh reftargetobjectuh+jAhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.kalmanhKhj9ubeh}(h!]h#]h%]h']h)]uh+j7hjjhKhj4hhubh block_quote)}(h;Provides an interface for various types of kalman filters. h]j8)}(h:Provides an interface for various types of kalman filters.h]h:Provides an interface for various types of kalman filters.}(hjwhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.kalmanhKhjsubah}(h!]h#]h%]h']h)]uh+jqhjhKhj4hhubh field_list)}(hhh]h field)}(hhh](h field_name)}(h Parametersh]h Parameters}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjhhhKubh field_body)}(hhh]j8)}(hkf_type (str) -- 'kf' : standard kalman filter 'skf' : smoothed standard kalman filter 'ukf' : unscented kalman filter 'akf' : adaptive kalman filterh](hliteral_strong)}(hkf_typeh]hkf_type}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]hliteral_emphasis)}(hstrh]hstr}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainpy refexplicitreftypej- reftargetj refspecificjfj,jghuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubh bullet_list)}(hhh](h list_item)}(h'kf' : standard kalman filterh]j8)}(hjh]h!‘kf’ : standard kalman filter}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhKhjubah}(h!]h#]h%]h']h)]uh+jhjubj)}(h''skf' : smoothed standard kalman filterh]j8)}(hj h]h+’skf’ : smoothed standard kalman filter}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhKhjubah}(h!]h#]h%]h']h)]uh+jhjubj)}(h'ukf' : unscented kalman filterh]j8)}(hj!h]h#’ukf’ : unscented kalman filter}(hj#hhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhKhjubah}(h!]h#]h%]h']h)]uh+jhjubj)}(h'akf' : adaptive kalman filterh]j8)}(hj8h]h"’akf’ : adaptive kalman filter}(hj:hhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhKhj6ubah}(h!]h#]h%]h']h)]uh+jhjubeh}(h!]h#]h%]h']h)]bullet-uh+jhjhKhjhhubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhjubeh}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)]uh+jhj4hhhNhNubh definition_list)}(hhh]h definition_list_item)}(hn_em_iterations: int, optional 'kf' type uses the EM algorithm to optimize the transition and observation matrices. This option sets the number of allowable iterations. h](h term)}(hn_em_iterations: int, optionalh]hn_em_iterations: int, optional}(hjzhhhNhNubah}(h!]h#]h%]h']h)]uh+jxhjhKhjtubh definition)}(hhh]j8)}(h'kf' type uses the EM algorithm to optimize the transition and observation matrices. This option sets the number of allowable iterations.h]h‘kf’ type uses the EM algorithm to optimize the transition and observation matrices. This option sets the number of allowable iterations.}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhK hjubah}(h!]h#]h%]h']h)]uh+jhjtubeh}(h!]h#]h%]h']h)]uh+jrhjhKhjoubah}(h!]h#]h%]h']h)]uh+jmhj4hhhjhK ubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs;get_estimate() (statespace_models.estimators.kalman method)0statespace_models.estimators.kalman.get_estimatehNtauh+hWhj4hhhNhNubhx)}(hhh](h})}(h get_estimateh](h)}(hjh]h get_estimate}(hjhhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjhhhjhKubh)}(h()h]h}(h!]h#]h%]h']h)]hhuh+hhjhhhjhKubeh}(h!]jah#](j&j'eh%]h']h)]j+j,j-hj.kalman.get_estimatej/j,kalman get_estimatej1kalman.get_estimate()uh+h|hjhKhjhhubj3)}(hhh]h}(h!]h#]h%]h']h)]uh+j2hjhhhjhKubeh}(h!]h#](pymethodeh%]h']h)]domainjobjtypejdesctypejnoindex noindexentrynocontentsentryuh+hwhhhj4hNhNubj8)}(h`See https://en.wikipedia.org/wiki/Kalman_filter for more information on how Kalman Filters work.h](hSee }(hjhhhNhNubh reference)}(h+https://en.wikipedia.org/wiki/Kalman_filterh]h+https://en.wikipedia.org/wiki/Kalman_filter}(hjhhhNhNubah}(h!]h#]h%]h']h)]refurijuh+jhjubh1 for more information on how Kalman Filters work.}(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjhKhj4hhubj)}(hhh](j)}(hhh](j)}(h Parametersh]h Parameters}(hj$hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj!hhhKubj)}(hhh]j)}(hhh](j)}(hhh]j8)}(h"kf_type (str) -- kf, skf, akf, ukfh](j)}(hkf_typeh]hkf_type}(hj?hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj;ubh (}(hj;hhhNhNubjB)}(hhh]j)}(hstrh]hstr}(hjThhhNhNubah}(h!]h#]h%]h']h)]uh+jhjQubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjVjjfj,jghuh+jAhj;ubh)}(hj;hhhNhNubh – }(hj;hhhNhNubhkf, skf, akf, ukf}(hj;hhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hj8ubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hdata (np.array) -- h](j)}(hdatah]hdata}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hgtransition_matrix (np.array, optional) -- If not present, identity matrix is used. The default is None.h](j)}(htransition_matrixh]htransition_matrix}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubh=If not present, identity matrix is used. The default is None.}(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hhobservation_matrix (np.array, optional) -- If not present, identity matrix is used. The default is None.h](j)}(hobservation_matrixh]hobservation_matrix}(hjHhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjDubh (}(hjDhhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hj]hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjZubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetj_jjfj,jghuh+jAhjDubj)}(h, h]h, }(hjuhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjDubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjDubh)}(hjDhhhNhNubh – }(hjDhhhNhNubh=If not present, identity matrix is used. The default is None.}(hjDhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjAubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hmeasurement_noise (np.array, optional) -- If not present, TwinStat will utilize a rolling variance calculation to estimate each individual variable setting the diagnols of the matrix. The default is None.h](j)}(hmeasurement_noiseh]hmeasurement_noise}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubhIf not present, TwinStat will utilize a rolling variance calculation to estimate each individual variable setting the diagnols of the matrix. The default is None.}(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hinitial_state (np.array, optional) -- If not present TwinStat will use the first data points in the provided data. The default is None.h](j)}(h initial_stateh]h initial_state}(hj2hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj.ubh (}(hj.hhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hjGhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjDubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjIjjfj,jghuh+jAhj.ubj)}(h, h]h, }(hj_hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj.ubjB)}(hhh]j)}(hoptionalh]hoptional}(hjphhhNhNubah}(h!]h#]h%]h']h)]uh+jhjmubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjrjjfj,jghuh+jAhj.ubh)}(hj.hhhNhNubh – }(hj.hhhNhNubhaIf not present TwinStat will use the first data points in the provided data. The default is None.}(hj.hhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hj+ubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hninitial_state_covariance (np.array, optional) -- If not present, identity matrix is used. The default is None.h](j)}(hinitial_state_covarianceh]hinitial_state_covariance}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubh=If not present, identity matrix is used. The default is None.}(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hzprocess_covariance (np.array, optional) -- If not present, the measurement covariance matrix is used. The default is None.h](j)}(hprocess_covarianceh]hprocess_covariance}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hj1hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj.ubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetj3jjfj,jghuh+jAhjubj)}(h, h]h, }(hjIhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubjB)}(hhh]j)}(hoptionalh]hoptional}(hjZhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjWubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetj\jjfj,jghuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubhOIf not present, the measurement covariance matrix is used. The default is None.}(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hun_em_iterations (int, optional) -- When using akf, the EM algorithm will use this many iterations. The default is 10.h](j)}(hn_em_iterationsh]hn_em_iterations}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hinth]hint}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj,jghuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubhRWhen using akf, the EM algorithm will use this many iterations. The default is 10.}(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hwindow_std_estimate (int, optional) -- When estimating the measurment noise, TwinStat will using this many lags in the rolling variance estimation. The default is 5.h](j)}(hwindow_std_estimateh]hwindow_std_estimate}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj ubh (}(hj hhhNhNubjB)}(hhh]j)}(hinth]hint}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj ubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetj jjfj,jghuh+jAhj ubj)}(h, h]h, }(hj3 hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj ubjB)}(hhh]j)}(hoptionalh]hoptional}(hjD hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjA ubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjF jjfj,jghuh+jAhj ubh)}(hj hhhNhNubh – }(hj hhhNhNubh~When estimating the measurment noise, TwinStat will using this many lags in the rolling variance estimation. The default is 5.}(hj hhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhj5ubj)}(hhh]j8)}(hWncpu (int, optional) -- UKF will use ncpu for sigma point evaluation. The default is 1.h](j)}(hncpuh]hncpu}(hj{ hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjw ubh (}(hjw hhhNhNubjB)}(hhh]j)}(hinth]hint}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj ubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetj jjfj,jghuh+jAhjw ubj)}(h, h]h, }(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjw ubjB)}(hhh]j)}(hoptionalh]hoptional}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj ubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetj jjfj,jghuh+jAhjw ubh)}(hjw hhhNhNubh – }(hjw hhhNhNubh?UKF will use ncpu for sigma point evaluation. The default is 1.}(hjw hhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjt ubah}(h!]h#]h%]h']h)]uh+jhj5ubeh}(h!]h#]h%]h']h)]uh+jhj2ubah}(h!]h#]h%]h']h)]uh+jhj!ubeh}(h!]h#]h%]h']h)]uh+jhjubj)}(hhh](j)}(h Return typeh]h Return type}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj hhhKubj)}(hhh]j8)}(hNone.h]jB)}(hhh]hNone.}(hj hhhNhNubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetNone.jjfj,jghuh+jAhj ubah}(h!]h#]h%]h']h)]uh+j7hj ubah}(h!]h#]h%]h']h)]uh+jhj ubeh}(h!]h#]h%]h']h)]uh+jhjubeh}(h!]h#]h%]h']h)]uh+jhj4hhhNhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs9state_func() (statespace_models.estimators.kalman method).statespace_models.estimators.kalman.state_funchNtauh+hWhj4hhhNhNubhx)}(hhh](h})}(hkalman.state_func(x)h](h)}(h state_funch]h state_func}(hjR hhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjN hhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.kalman.state_funchKubh)}(hxh]h)}(hxh]h)}(hxh]hx}(hji hhhNhNubah}(h!]h#]hah%]h']h)]uh+hhje ubah}(h!]h#]h%]h']h)]hhuh+hhja ubah}(h!]h#]h%]h']h)]hhuh+hhjN hhhj` hKubeh}(h!]jI ah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-hj.kalman.state_funcj/j kalman state_funcj1kalman.state_func()uh+h|hj` hKhjK hhubj3)}(hhh](j8)}(hxA user is expected to provide their own state transition function for UKF, otherwise the default is the identity matrix.h]hxA user is expected to provide their own state transition function for UKF, otherwise the default is the identity matrix.}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+j7hC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.kalman.state_funchKhj hhubj)}(hhh](j)}(hhh](j)}(h Return typeh]h Return type}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj hj` hKubj)}(hhh]j8)}(harrayh]jB)}(h:py:class:`~numpy.array`h]jH)}(hj h]harray}(hj hhhNhNubah}(h!]h#](jSpypy-classeh%]h']h)]uh+jGhj ubah}(h!]h#]h%]h']h)]refdocj` refdomainj reftypeclass refexplicitrefwarnjfj jghjh numpy.arrayuh+jAhj hKhj hhubah}(h!]h#]h%]h']h)]uh+j7hj ubah}(h!]h#]h%]h']h)]uh+jhj ubeh}(h!]h#]h%]h']h)]uh+jhj ubj)}(hhh](j)}(h Parametersh]h Parameters}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj hj` hKubj)}(hhh]j8)}(hx (np.array) -- Input vectorh](j)}(hjc h]hx}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj ubh (}(hj hhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj ubah}(h!]h#]h%]h']h)] refdomainpy refexplicitreftypej- reftargetj jjfj jghuh+jAhj ubh)}(hj hhhNhNubh – }(hj hhhNhNubh Input vector}(hj hhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hj ubah}(h!]h#]h%]h']h)]uh+jhj ubeh}(h!]h#]h%]h']h)]uh+jhj ubj)}(hhh](j)}(h Return typeh]h Return type}(hjT hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjQ hj` hKubj)}(hhh]j8)}(h$Predicted next hidden variable valueh]jB)}(hhh]h$Predicted next hidden variable value}(hji hhhNhNubah}(h!]h#]h%]h']h)] refdomainj/ refexplicitreftypej- reftarget$Predicted next hidden variable valuejjfj jghuh+jAhje ubah}(h!]h#]h%]h']h)]uh+j7hjb ubah}(h!]h#]h%]h']h)]uh+jhjQ ubeh}(h!]h#]h%]h']h)]uh+jhj ubeh}(h!]h#]h%]h']h)]uh+jhj hhhNhNubeh}(h!]h#]h%]h']h)]uh+j2hjK hhhj` hKubeh}(h!]h#](j/ methodeh%]h']h)]jj/ jj jj jjjuh+hwhhhj4hNhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs7obs_func() (statespace_models.estimators.kalman method),statespace_models.estimators.kalman.obs_funchNtauh+hWhj4hhhNhNubhx)}(hhh](h})}(hkalman.obs_func(x)h](h)}(hobs_funch]hobs_func}(hj hhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhj hhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.kalman.obs_funchKubh)}(hjc h]h)}(hxh]h)}(hxh]hx}(hj hhhNhNubah}(h!]h#]hah%]h']h)]uh+hhj ubah}(h!]h#]h%]h']h)]hhuh+hhj ubah}(h!]h#]h%]h']h)]hhuh+hhj hhhj hKubeh}(h!]j ah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-hj.kalman.obs_funcj/j kalmanobs_funcj1kalman.obs_func()uh+h|hj hKhj hhubj3)}(hhh](j8)}(hsA user is expected to provide their own observation function for UKF, otherwise the default is the identity matrix.h]hsA user is expected to provide their own observation function for UKF, otherwise the default is the identity matrix.}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+j7hC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.kalman.obs_funchKhj hhubj)}(hhh](j)}(hhh](j)}(h Return typeh]h Return type}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj hj hKubj)}(hhh]j8)}(harrayh]jB)}(h:py:class:`~numpy.array`h]jH)}(hj h]harray}(hj" hhhNhNubah}(h!]h#](jSpypy-classeh%]h']h)]uh+jGhj ubah}(h!]h#]h%]h']h)]refdocj` refdomainj, reftypeclass refexplicitrefwarnjfj jghjh numpy.arrayuh+jAhj hKhj hhubah}(h!]h#]h%]h']h)]uh+j7hj ubah}(h!]h#]h%]h']h)]uh+jhj ubeh}(h!]h#]h%]h']h)]uh+jhj ubj)}(hhh](j)}(h Parametersh]h Parameters}(hjS hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjP hj hKubj)}(hhh]j8)}(hx (np.array) -- Input vectorh](j)}(hjc h]hx}(hjh hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjd ubh (}(hjd hhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hj| hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjy ubah}(h!]h#]h%]h']h)] refdomainpy refexplicitreftypej- reftargetj~ jjfj jghuh+jAhjd ubh)}(hjd hhhNhNubh – }(hjd hhhNhNubh Input vector}(hjd hhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hja ubah}(h!]h#]h%]h']h)]uh+jhjP ubeh}(h!]h#]h%]h']h)]uh+jhj ubj)}(hhh](j)}(h Return typeh]h Return type}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj hj hKubj)}(hhh]j8)}(h$Predicted next hidden variable valueh]jB)}(hhh]h$Predicted next hidden variable value}(hj hhhNhNubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftarget$Predicted next hidden variable valuejjfj jghuh+jAhj ubah}(h!]h#]h%]h']h)]uh+j7hj ubah}(h!]h#]h%]h']h)]uh+jhj ubeh}(h!]h#]h%]h']h)]uh+jhj ubeh}(h!]h#]h%]h']h)]uh+jhj hhhNhNubeh}(h!]h#]h%]h']h)]uh+j2hj hhhj hKubeh}(h!]h#](j methodeh%]h']h)]jj jj jj jjjuh+hwhhhj4hNhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs;get_estimate() (statespace_models.estimators.kalman method)id0hNtauh+hWhj4hhhNhNubhx)}(hhh](h})}(hkalman.get_estimate(Y)h](h)}(h get_estimateh]h get_estimate}(hj hhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhj hhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.kalman.get_estimatehKubh)}(hYh]h)}(hYh]h)}(hYh]hY}(hj. hhhNhNubah}(h!]h#]hah%]h']h)]uh+hhj* ubah}(h!]h#]h%]h']h)]hhuh+hhj& ubah}(h!]h#]h%]h']h)]hhuh+hhj hhhj% hKubeh}(h!]j ah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-hj.kalman.get_estimatej/jN kalman get_estimatej1kalman.get_estimate()uh+h|hj% hKhj hhubj3)}(hhh](j8)}(hsUse the kalman filter type to estimate the 0:n estimations of the hidden statespace variable for the provided data.h]hsUse the kalman filter type to estimate the 0:n estimations of the hidden statespace variable for the provided data.}(hjW hhhNhNubah}(h!]h#]h%]h']h)]uh+j7hC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.kalman.get_estimatehKhjT hhubj)}(hhh](j)}(hhh](j)}(h Return typeh]h Return type}(hjl hhhNhNubah}(h!]h#]h%]h']h)]uh+jhji hj% hKubj)}(hhh]j8)}(harrayh]jB)}(h:py:class:`~numpy.array`h]jH)}(hj h]harray}(hj hhhNhNubah}(h!]h#](jSpypy-classeh%]h']h)]uh+jGhj ubah}(h!]h#]h%]h']h)]refdocj` refdomainj reftypeclass refexplicitrefwarnjfjN jghjh numpy.arrayuh+jAhje hKhj} hhubah}(h!]h#]h%]h']h)]uh+j7hjz ubah}(h!]h#]h%]h']h)]uh+jhji ubeh}(h!]h#]h%]h']h)]uh+jhjf ubj)}(hhh](j)}(h Parametersh]h Parameters}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj hj% hKubj)}(hhh]j8)}(hdata (np.array) -- h](j)}(hdatah]hdata}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj ubh (}(hj hhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj ubah}(h!]h#]h%]h']h)] refdomainpy refexplicitreftypej- reftargetj jjfjN jghuh+jAhj ubh)}(hj hhhNhNubh – }(hj hhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hj ubah}(h!]h#]h%]h']h)]uh+jhj ubeh}(h!]h#]h%]h']h)]uh+jhjf ubj)}(hhh](j)}(hReturnsh]hReturns}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjhj% hKubj)}(hhh]j8)}(hFfiltered_state_means (np.array) filtered_state_covariances (np.array)h]j)}(hhh](j)}(h%**filtered_state_means** (*np.array*)h]j8)}(hj0h](h strong)}(h**filtered_state_means**h]hfiltered_state_means}(hj7hhhNhNubah}(h!]h#]h%]h']h)]uh+j5hj2ubh (}(hj2hhhNhNubh emphasis)}(h *np.array*h]hnp.array}(hjKhhhNhNubah}(h!]h#]h%]h']h)]uh+jIhj2ubh)}(hj2hhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hje hK hj.ubah}(h!]h#]h%]h']h)]uh+jhj+ubj)}(h+**filtered_state_covariances** (*np.array*)h]j8)}(hjkh](j6)}(h**filtered_state_covariances**h]hfiltered_state_covariances}(hjphhhNhNubah}(h!]h#]h%]h']h)]uh+j5hjmubh (}(hjmhhhNhNubjJ)}(h *np.array*h]hnp.array}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jIhjmubh)}(hjmhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hje hK hjiubah}(h!]h#]h%]h']h)]uh+jhj+ubeh}(h!]h#]h%]h']h)]jS*uh+jhje hK hj'hhubah}(h!]h#]h%]h']h)]uh+j7hj$ubah}(h!]h#]h%]h']h)]uh+jhjubeh}(h!]h#]h%]h']h)]uh+jhjf ubeh}(h!]h#]h%]h']h)]uh+jhjT hhhNhNubeh}(h!]h#]h%]h']h)]uh+j2hj hhhj% hKubeh}(h!]h#](j methodeh%]h']h)]jj jjjjjjjuh+hwhhhj4hNhNubeh}(h!]h#]h%]h']h)]uh+j2hhyhhhhhKubeh}(h!]h#](jclasseh%]h']h)]jjjjjjjjjuh+hwhhhhFhNhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs6HiddenVarModel (class in statespace_models.estimators)+statespace_models.estimators.HiddenVarModelhNtauh+hWhhFhhhNhNubhx)}(hhh](h})}(hHiddenVarModel(**kwargs)h](h)}(h2[<#text: 'class'>, >]h](hclass}(hjhhhNhNubh)}(h h]h }(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubeh}(h!]h#]h%]h']h)]hhuh+hhjhhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModelhKubh)}(hstatespace_models.estimators.h]hstatespace_models.estimators.}(hj hhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjhhhj hKubh)}(hHiddenVarModelh]hHiddenVarModel}(hjhhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjhhhj hKubh)}(h**kwargsh]h)}(h**kwargsh](j)}(h**h]h**}(hj/hhhNhNubah}(h!]h#]j$ah%]h']h)]uh+jhj+ubh)}(hkwargsh]hkwargs}(hj=hhhNhNubah}(h!]h#]hah%]h']h)]uh+hhj+ubeh}(h!]h#]h%]h']h)]hhuh+hhj'ubah}(h!]h#]h%]h']h)]hhuh+hhjhhhj hKubeh}(h!]jah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-hj.jj/j]jj1juh+h|hj hKhjhhubj3)}(hhh](j8)}(h@Bases: :py:class:`~particles.state_space_models.StateSpaceModel`h](hBases: }(hjbhhhNhNubjB)}(h9:py:class:`~particles.state_space_models.StateSpaceModel`h]jH)}(hjlh]hStateSpaceModel}(hjnhhhNhNubah}(h!]h#](jSpypy-classeh%]h']h)]uh+jGhjjubah}(h!]h#]h%]h']h)]refdocj` refdomainjxreftypeclass refexplicitrefwarnjfj]jgjjh,particles.state_space_models.StateSpaceModeluh+jAhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModelhKhjbubeh}(h!]h#]h%]h']h)]uh+j7hjhKhj_hhubj8)}(hMDefinition of the hidden variable model to be used in the particle filtering.h]hMDefinition of the hidden variable model to be used in the particle filtering.}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModelhKhj_hhubj8)}(hfThis object currently assumes both a gaussian hidden markov variables and a guassian measurment error.h]hfThis object currently assumes both a gaussian hidden markov variables and a guassian measurment error.}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhKhj_hhubj8)}(h5Also assumes a unity observation/transition function.h]h5Also assumes a unity observation/transition function.}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhKhj_hhubj8)}(hUsers can instantiate this object and alter various parts based on their application. Use the customized object with the 'statespace_model' model input.h]hUsers can instantiate this object and alter various parts based on their application. Use the customized object with the ‘statespace_model’ model input.}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhK hj_hhubj)}(hhh]j)}(hhh](j)}(h Parametersh]h Parameters}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjhj hKubj)}(hhh]j)}(hhh](j)}(hhh]j8)}(hsigmaX (float, optional) -- h](j)}(hsigmaXh]hsigmaX}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hfloath]hfloat}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainpy refexplicitreftypej- reftargetjjjfj]jgjuh+jAhjubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubjB)}(hhh]j)}(hoptionalh]hoptional}(hj*hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj'ubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetj,jjfj]jgjuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhjubj)}(hhh]j8)}(hsigmaY (float, optional) -- h](j)}(hsigmaYh]hsigmaY}(hj]hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjYubh (}(hjYhhhNhNubjB)}(hhh]j)}(hfloath]hfloat}(hjrhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjoubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjtjjfj]jgjuh+jAhjYubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjYubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfj]jgjuh+jAhjYubh)}(hjYhhhNhNubh – }(hjYhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjVubah}(h!]h#]h%]h']h)]uh+jhjubeh}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)]uh+jhjubeh}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)]uh+jhj_hhhNhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hsFdefault_params (statespace_models.estimators.HiddenVarModel attribute):statespace_models.estimators.HiddenVarModel.default_paramshNtauh+hWhj_hhhNhNubhx)}(hhh](h})}(hHiddenVarModel.default_paramsh](h)}(hdefault_paramsh]hdefault_params}(hjhhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjhhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModel.default_paramshKubh)}(h{'sigmaX': 0.5, 'sigmaY': 0.5}h](h)}(h h]h }(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubhdesc_sig_punctuation)}(h=h]h=}(hjhhhNhNubah}(h!]h#]pah%]h']h)]uh+jhjubh)}(h h]h }(hj&hhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubh{'sigmaX': 0.5, 'sigmaY': 0.5}}(hjhhhNhNubeh}(h!]h#]h%]h']h)]hhuh+hhjhhhjhKubeh}(h!]jah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-jj.HiddenVarModel.default_paramsj/jDHiddenVarModeldefault_paramsj1jEuh+h|hjhKhjhhubj3)}(hhh]h}(h!]h#]h%]h']h)]uh+j2hjhhhjhKubeh}(h!]h#](py attributeeh%]h']h)]jjUjjVjjVjjjuh+hwhhhj_hNhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs:PX0() (statespace_models.estimators.HiddenVarModel method)/statespace_models.estimators.HiddenVarModel.PX0hNtauh+hWhj_hhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModel.PX0hNubhx)}(hhh](h})}(hHiddenVarModel.PX0()h](h)}(hPX0h]hPX0}(hjphhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjlhhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModel.PX0hKubh)}(h()h]h}(h!]h#]h%]h']h)]hhuh+hhjlhhhj~hKubeh}(h!]jfah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-jj.HiddenVarModel.PX0j/jHiddenVarModelPX0j1HiddenVarModel.PX0()uh+h|hj~hKhjihhubj3)}(hhh]j8)}(h8Define the function that initializes the particle filterh]h8Define the function that initializes the particle filter}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhhKhjhhubah}(h!]h#]h%]h']h)]uh+j2hjihhhj~hKubeh}(h!]h#](pymethodeh%]h']h)]jjjjjjjjjuh+hwhhhj_hjhhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs8f() (statespace_models.estimators.HiddenVarModel method)-statespace_models.estimators.HiddenVarModel.fhNtauh+hWhj_hhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModel.fhNubhx)}(hhh](h})}(hHiddenVarModel.f(x)h](h)}(hfh]hf}(hjhhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjhhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModel.fhKubh)}(hjc h]h)}(hxh]h)}(hxh]hx}(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubah}(h!]h#]h%]h']h)]hhuh+hhjubah}(h!]h#]h%]h']h)]hhuh+hhjhhhjhKubeh}(h!]jah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-jj.HiddenVarModel.fj/jHiddenVarModeljj1HiddenVarModel.f()uh+h|hjhKhjhhubj3)}(hhh]j8)}(hDefine the transition functionh]hDefine the transition function}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhKhjhhubah}(h!]h#]h%]h']h)]uh+j2hjhhhjhKubeh}(h!]h#](pymethodeh%]h']h)]jjjj jj jjjuh+hwhhhj_hjhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs9PX() (statespace_models.estimators.HiddenVarModel method).statespace_models.estimators.HiddenVarModel.PXhNtauh+hWhj_hhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModel.PXhNubhx)}(hhh](h})}(hHiddenVarModel.PX(t, xp)h](h)}(hPXh]hPX}(hj:hhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhj6hhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModel.PXhKubh)}(ht, xph](h)}(hth]h)}(hth]ht}(hjQhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjMubah}(h!]h#]h%]h']h)]hhuh+hhjIubh)}(hxph]h)}(hxph]hxp}(hjihhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjeubah}(h!]h#]h%]h']h)]hhuh+hhjIubeh}(h!]h#]h%]h']h)]hhuh+hhj6hhhjHhKubeh}(h!]j0ah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-jj.HiddenVarModel.PXj/jHiddenVarModelPXj1HiddenVarModel.PX()uh+h|hjHhKhj3hhubj3)}(hhh]j8)}(h;Define the sampling distribution of the transition functionh]h;Define the sampling distribution of the transition function}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hj2hKhjhhubah}(h!]h#]h%]h']h)]uh+j2hj3hhhjHhKubeh}(h!]h#](pymethodeh%]h']h)]jjjjjjjjjuh+hwhhhj_hj2hNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs9PY() (statespace_models.estimators.HiddenVarModel method).statespace_models.estimators.HiddenVarModel.PYhNtauh+hWhj_hhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModel.PYhNubhx)}(hhh](h})}(hHiddenVarModel.PY(t, xp, x)h](h)}(hPYh]hPY}(hjhhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjhhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.HiddenVarModel.PYhKubh)}(ht, xp, xh](h)}(hth]h)}(hth]ht}(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubah}(h!]h#]h%]h']h)]hhuh+hhjubh)}(hxph]h)}(hxph]hxp}(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubah}(h!]h#]h%]h']h)]hhuh+hhjubh)}(hxh]h)}(hxh]hx}(hj hhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubah}(h!]h#]h%]h']h)]hhuh+hhjubeh}(h!]h#]h%]h']h)]hhuh+hhjhhhjhKubeh}(h!]jah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-jj.HiddenVarModel.PYj/j+HiddenVarModelPYj1HiddenVarModel.PY()uh+h|hjhKhjhhubj3)}(hhh]j8)}(h,Define the observation sampling distributionh]h,Define the observation sampling distribution}(hj4hhhNhNubah}(h!]h#]h%]h']h)]uh+j7hjhKhj1hhubah}(h!]h#]h%]h']h)]uh+j2hjhhhjhKubeh}(h!]h#](pymethodeh%]h']h)]jjKjjLjjLjjjuh+hwhhhj_hjhNubeh}(h!]h#]h%]h']h)]uh+j2hjhhhj hKubeh}(h!]h#](jclasseh%]h']h)]jjjjYjjYjjjuh+hwhhhhFhNhNubhX)}(hhh]h}(h!]h#]h%]h']h)]entries](hs7particle_filter (class in statespace_models.estimators),statespace_models.estimators.particle_filterhNtauh+hWhhFhhhNhNubhx)}(hhh](h})}(hpparticle_filter(y=None, sigmaX=None, sigmaY=None, n_particles=500, statespace_model=None, window_std_estimate=5)h](h)}(h2[<#text: 'class'>, >]h](hclass}(hjrhhhNhNubh)}(h h]h }(hjzhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjrubeh}(h!]h#]h%]h']h)]hhuh+hhjnhhhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.particle_filterhKubh)}(hstatespace_models.estimators.h]hstatespace_models.estimators.}(hjhhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjnhhhjhKubh)}(hparticle_filterh]hparticle_filter}(hjhhhNhNubah}(h!]h#](hheh%]h']h)]hhuh+hhjnhhhjhKubh)}(h_y=None, sigmaX=None, sigmaY=None, n_particles=500, statespace_model=None, window_std_estimate=5h](h)}(hy=Noneh](h)}(hyh]hy}(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubj)}(h=h]h=}(hjhhhNhNubah}(h!]h#]j$ah%]h']h)]uh+jhjubj))}(hNoneh]hNone}(hjhhhNhNubah}(h!]h#]j5ah%]h']h)]support_smartquotesuh+j(hjubeh}(h!]h#]h%]h']h)]hhuh+hhjubh)}(h sigmaX=Noneh](h)}(hsigmaXh]hsigmaX}(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubj)}(h=h]h=}(hjhhhNhNubah}(h!]h#]j$ah%]h']h)]uh+jhjubj))}(hNoneh]hNone}(hjhhhNhNubah}(h!]h#]j5ah%]h']h)]support_smartquotesuh+j(hjubeh}(h!]h#]h%]h']h)]hhuh+hhjubh)}(h sigmaY=Noneh](h)}(hsigmaYh]hsigmaY}(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubj)}(h=h]h=}(hj+hhhNhNubah}(h!]h#]j$ah%]h']h)]uh+jhjubj))}(hNoneh]hNone}(hj9hhhNhNubah}(h!]h#]j5ah%]h']h)]support_smartquotesuh+j(hjubeh}(h!]h#]h%]h']h)]hhuh+hhjubh)}(hn_particles=500h](h)}(h n_particlesh]h n_particles}(hjRhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjNubj)}(h=h]h=}(hj`hhhNhNubah}(h!]h#]j$ah%]h']h)]uh+jhjNubj))}(h500h]h500}(hjnhhhNhNubah}(h!]h#]j5ah%]h']h)]support_smartquotesuh+j(hjNubeh}(h!]h#]h%]h']h)]hhuh+hhjubh)}(hstatespace_model=Noneh](h)}(hstatespace_modelh]hstatespace_model}(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubj)}(h=h]h=}(hjhhhNhNubah}(h!]h#]j$ah%]h']h)]uh+jhjubj))}(hNoneh]hNone}(hjhhhNhNubah}(h!]h#]j5ah%]h']h)]support_smartquotesuh+j(hjubeh}(h!]h#]h%]h']h)]hhuh+hhjubh)}(hwindow_std_estimate=5h](h)}(hwindow_std_estimateh]hwindow_std_estimate}(hjhhhNhNubah}(h!]h#]hah%]h']h)]uh+hhjubj)}(h=h]h=}(hjhhhNhNubah}(h!]h#]j$ah%]h']h)]uh+jhjubj))}(h5h]h5}(hjhhhNhNubah}(h!]h#]j5ah%]h']h)]support_smartquotesuh+j(hjubeh}(h!]h#]h%]h']h)]hhuh+hhjubeh}(h!]h#]h%]h']h)]hhuh+hhjnhhhjhKubeh}(h!]jiah#](j&j'eh%]h']h)]j+statespace_models.estimatorsj-hj.jj/jjj1juh+h|hjhKhjkhhubj3)}(hhh](j8)}(hBases: :py:class:`object`h](hBases: }(hjhhhNhNubjB)}(h:py:class:`object`h]jH)}(hjh]hobject}(hj hhhNhNubah}(h!]h#](jSpypy-classeh%]h']h)]uh+jGhjubah}(h!]h#]h%]h']h)]refdocj` refdomainjreftypeclass refexplicitrefwarnjfjjgjjhobjectuh+jAhC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.particle_filterhKhjubeh}(h!]h#]h%]h']h)]uh+j7hj&hKhjhhubjr)}(hProvides an interface for sequential monte carlo particle filtering of time series signals. Relying on the "particles" package. h]j8)}(hProvides an interface for sequential monte carlo particle filtering of time series signals. Relying on the "particles" package.h]hProvides an interface for sequential monte carlo particle filtering of time series signals. Relying on the “particles” package.}(hj1hhhNhNubah}(h!]h#]h%]h']h)]uh+j7hC:\Users\rpivovar\Desktop\workingfolder\projects\brainbox\twinstat\statespace_models\estimators.py:docstring of statespace_models.estimators.particle_filterhKhj-ubah}(h!]h#]h%]h']h)]uh+jqhj?hKhjhhubj8)}(hDefault model:h]hDefault model:}(hjFhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hj?hKhjhhubjr)}(hN.. code-block:: python X = X(n-1) + N(0,sigmaX) Y = X + N(0,sigmaY) h]h literal_block)}(h,X = X(n-1) + N(0,sigmaX) Y = X + N(0,sigmaY)h]h,X = X(n-1) + N(0,sigmaX) Y = X + N(0,sigmaY)}hjZsbah}(h!]h#]h%]h']h)]hhforcelanguagepythonhighlight_args}uh+jXhj?hKhjTubah}(h!]h#]h%]h']h)]uh+jqhj?hKhjhhubj8)}(hWhile the assumed model is gaussian variability, user can provide their own statespace model by extending the particles StateSpaceModel object. See the default _HiddenVarModel object as an example for setup.h]hWhile the assumed model is gaussian variability, user can provide their own statespace model by extending the particles StateSpaceModel object. See the default _HiddenVarModel object as an example for setup.}(hjshhhNhNubah}(h!]h#]h%]h']h)]uh+j7hj?hK hjhhubj8)}(h'Full package options can be found here:h]h'Full package options can be found here:}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+j7hj?hKhjhhubjr)}(hMhttps://particles-sequential-monte-carlo-in-python.readthedocs.io/en/latest/ h]j8)}(hLhttps://particles-sequential-monte-carlo-in-python.readthedocs.io/en/latest/h]j)}(hjh]hLhttps://particles-sequential-monte-carlo-in-python.readthedocs.io/en/latest/}(hjhhhNhNubah}(h!]h#]h%]h']h)]refurijuh+jhjubah}(h!]h#]h%]h']h)]uh+j7hj?hKhjubah}(h!]h#]h%]h']h)]uh+jqhj?hKhjhhubj)}(hhh]j)}(hhh](j)}(h Parametersh]h Parameters}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjhjhKubj)}(hhh]j)}(hhh](j)}(hhh]j8)}(hRy (np.array, optional) -- required if no values are provided for sigmaX and sigmaYh](j)}(hyh]hy}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hnp.arrayh]hnp.array}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainpy refexplicitreftypej- reftargetjjjfjjgjuh+jAhjubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfjjgjuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubh8required if no values are provided for sigmaX and sigmaY}(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhjubj)}(hhh]j8)}(hXcsigmaX (float, optional,) -- Assumed gaussian noise of the hidden variable. If user provides no value, a moving average with window of 'window_std_estimate' of the standard deviation will be used. Note that this variable will control the level of smoothing relative to the sigmaY value. The smaller sigmaX is relative to sigmaY, the greater the smoothing.h](j)}(hsigmaXh]hsigmaX}(hjHhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjDubh (}(hjDhhhNhNubjB)}(hhh]j)}(hfloath]hfloat}(hj]hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjZubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetj_jjfjjgjuh+jAhjDubj)}(h, h]h, }(hjuhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjDubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfjjgjuh+jAhjDubj)}(h,h]h,}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjDubh)}(hjDhhhNhNubh – }(hjDhhhNhNubhXJAssumed gaussian noise of the hidden variable. If user provides no value, a moving average with window of ‘window_std_estimate’ of the standard deviation will be used. Note that this variable will control the level of smoothing relative to the sigmaY value. The smaller sigmaX is relative to sigmaY, the greater the smoothing.}(hjDhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjAubah}(h!]h#]h%]h']h)]uh+jhjubj)}(hhh]j8)}(hsigmaY (float, optional,) -- Assumed gaussian noise of the measurement variable. If user provides no value, a moving average with window of 'window_std_estimate' of the standard deviation will be used.h](j)}(hsigmaYh]hsigmaY}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hfloath]hfloat}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfjjgjuh+jAhjubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubjB)}(hhh]j)}(hoptionalh]hoptional}(hj hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetj jjfjjgjuh+jAhjubj)}(hjh]h,}(hj!hhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh)}(hjhhhNhNubh – }(hjhhhNhNubhAssumed gaussian noise of the measurement variable. If user provides no value, a moving average with window of ‘window_std_estimate’ of the standard deviation will be used.}(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhjubj)}(hhh]j8)}(hTn_particles (float, optional) -- Number of particles to use in monte carlo sampling.h](j)}(h n_particlesh]h n_particles}(hjMhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjIubh (}(hjIhhhNhNubjB)}(hhh]j)}(hfloath]hfloat}(hjbhhhNhNubah}(h!]h#]h%]h']h)]uh+jhj_ubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjdjjfjjgjuh+jAhjIubj)}(h, h]h, }(hjzhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjIubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfjjgjuh+jAhjIubh)}(hjIhhhNhNubh – }(hjIhhhNhNubh3Number of particles to use in monte carlo sampling.}(hjIhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjFubah}(h!]h#]h%]h']h)]uh+jhjubj)}(hhh]j8)}(h'statespace_model (object, optional) -- I)h](j)}(hstatespace_modelh]hstatespace_model}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubh (}(hjhhhNhNubjB)}(hhh]j)}(hobjecth]hobject}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfjjgjuh+jAhjubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubjB)}(hhh]j)}(hoptionalh]hoptional}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfjjgjuh+jAhjubh)}(hjhhhNhNubh – }(hjhhhNhNubeh}(h!]h#]h%]h']h)]uh+j7hjubah}(h!]h#]h%]h']h)]uh+jhjubj)}(hhh]j8)}(hpwindow_std_estimate (int, optional, default = 5) -- Window size used when estimating the mesurement variability.h](j)}(hwindow_std_estimateh]hwindow_std_estimate}(hj3hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj/ubh (}(hj/hhhNhNubjB)}(hhh]j)}(hinth]hint}(hjHhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjEubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjJjjfjjgjuh+jAhj/ubj)}(h, h]h, }(hj`hhhNhNubah}(h!]h#]h%]h']h)]uh+jhj/ubjB)}(hhh]j)}(hoptionalh]hoptional}(hjqhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjnubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjsjjfjjgjuh+jAhj/ubj)}(h, h]h, }(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhj/ubjB)}(hhh]j)}(h default = 5h]h default = 5}(hjhhhNhNubah}(h!]h#]h%]h']h)]uh+jhjubah}(h!]h#]h%]h']h)] refdomainj refexplicitreftypej- reftargetjjjfjjgjuh+jAhj/ubh)}(hj/hhhNhNubh – }(hj/hhhNhNubh