FiltSmoothPosterior¶
-
class
probnum.filtsmooth.FiltSmoothPosterior[source]¶ Bases:
abc.ABCPosterior Distribution over States after Filtering/Smoothing.
Methods Summary
__call__(location)Evaluate the time-continuous posterior for a given location.
sample([locations, size])Draw samples from the filtering/smoothing posterior.
Methods Documentation
-
abstract
__call__(location)[source]¶ Evaluate the time-continuous posterior for a given location.
- Parameters
location (float) – Location, or time, at which to evaluate the posterior.
- Returns
rv
- Return type
RandomVariable
-
sample(locations=None, size=())[source]¶ Draw samples from the filtering/smoothing posterior.
If nothing is specified, a single sample is drawn (supported on self.locations). If locations are specified, the samples are drawn on those locations. If size is specified, more than a single sample is drawn.
- Parameters
locations (array_like, optional) – Locations on which the samples are wanted. Default is none, which implies that self.location is used.
size (int or tuple of ints, optional) – Indicates how many samples are drawn. Default is an empty tuple, in which case a single sample is returned.
- Returns
Drawn samples. If size has shape (A1, …, Z1), locations have shape (L,), and the state space model has shape (A2, …, Z2), the output has shape (A1, …, Z1, L, A2, …, Z2). For example: size=4, len(locations)=4, dim=3 gives shape (4, 4, 3).
- Return type
-
abstract