Index

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__author__ (in module pfjax)

__version__ (in module pfjax)

A

adapt() (pfjax.mcmc.AdaptiveMWG method)

AdaptiveMWG (class in pfjax.mcmc)

B

BaseModel (class in pfjax) (class in pfjax.models.base_model)

BMModel (class in pfjax.models) (class in pfjax.models.bm_model) bridge_step() (pfjax.sde.SDEModel method)

D

diff() (pfjax.models.lotvol_model.LotVolModel method) (pfjax.models.LotVolModel method) (pfjax.models.pgnet_model.PGNETModel method) (pfjax.models.PGNETModel method)

drift() (pfjax.models.lotvol_model.LotVolModel method) (pfjax.models.LotVolModel method) (pfjax.models.pgnet_model.PGNETModel method) (pfjax.models.PGNETModel method)

E

euler_lpdf_diag() (in module pfjax.sde) euler_lpdf_var() (in module pfjax.sde)

euler_sim_diag() (in module pfjax.sde) euler_sim_var() (in module pfjax.sde)

I

init() (pfjax.mcmc.AdaptiveMWG method) init_lpdf() (pfjax.BaseModel method) (pfjax.models.base_model.BaseModel method)

init_sample() (pfjax.BaseModel method) (pfjax.models.base_model.BaseModel method) is_valid() (pfjax.sde.SDEModel method) is_valid_state() (pfjax.sde.SDEModel method)

L

loglik_exact() (pfjax.models.bm_model.BMModel method) (pfjax.models.BMModel method) loglik_full() (in module pfjax) (in module pfjax.loglik_full)

logw_to_prob() (in module pfjax.utils) LotVolModel (class in pfjax.models) (class in pfjax.models.lotvol_model)

M

meas_lpdf() (pfjax.models.bm_model.BMModel method) (pfjax.models.BMModel method) (pfjax.models.lotvol_model.LotVolModel method) (pfjax.models.LotVolModel method) (pfjax.models.pgnet_model.PGNETModel method) (pfjax.models.PGNETModel method) meas_sample() (pfjax.models.bm_model.BMModel method) (pfjax.models.BMModel method) (pfjax.models.lotvol_model.LotVolModel method) (pfjax.models.LotVolModel method) (pfjax.models.pgnet_model.PGNETModel method) (pfjax.models.PGNETModel method) module pfjax pfjax.loglik_full pfjax.mcmc pfjax.models pfjax.models.base_model pfjax.models.bm_model pfjax.models.lotvol_model pfjax.models.pgnet_model pfjax.mvn_bridge pfjax.particle_filter pfjax.particle_resamplers pfjax.particle_smooth pfjax.sde pfjax.simulate pfjax.utils

mvn_bridge_mv() (in module pfjax.mvn_bridge) mvn_bridge_pars() (in module pfjax.mvn_bridge)

P

particle_filter() (in module pfjax) (in module pfjax.particle_filter) particle_filter_rb() (in module pfjax) (in module pfjax.particle_filter) particle_smooth() (in module pfjax) (in module pfjax.particle_smooth) pf_init() (pfjax.BaseModel method) (pfjax.models.base_model.BaseModel method) (pfjax.models.bm_model.BMModel method) (pfjax.models.BMModel method) (pfjax.models.lotvol_model.LotVolModel method) (pfjax.models.LotVolModel method) (pfjax.models.pgnet_model.PGNETModel method) (pfjax.models.PGNETModel method) pf_step() (pfjax.BaseModel method) (pfjax.models.base_model.BaseModel method) (pfjax.models.pgnet_model.PGNETModel method) (pfjax.models.PGNETModel method) (pfjax.sde.SDEModel method) pfjax module pfjax.loglik_full module pfjax.mcmc module

pfjax.models module pfjax.models.base_model module pfjax.models.bm_model module pfjax.models.lotvol_model module pfjax.models.pgnet_model module pfjax.mvn_bridge module pfjax.particle_filter module pfjax.particle_resamplers module pfjax.particle_smooth module pfjax.sde module pfjax.simulate module pfjax.utils module PGNETModel (class in pfjax.models) (class in pfjax.models.pgnet_model)

R

resample_multinomial() (in module pfjax.particle_resamplers) resample_mvn() (in module pfjax.particle_resamplers)

resample_ot() (in module pfjax.particle_resamplers) rm_keys() (in module pfjax.utils)

S

SDEModel (class in pfjax.sde) simulate() (in module pfjax) (in module pfjax.simulate) state_lpdf() (pfjax.models.bm_model.BMModel method) (pfjax.models.BMModel method) (pfjax.sde.SDEModel method) state_sample() (pfjax.models.bm_model.BMModel method) (pfjax.models.BMModel method) (pfjax.sde.SDEModel method)

step() (pfjax.mcmc.AdaptiveMWG method) step_lpdf() (pfjax.BaseModel method) (pfjax.models.base_model.BaseModel method) step_sample() (pfjax.BaseModel method) (pfjax.models.base_model.BaseModel method)

T

tree_add() (in module pfjax.utils) tree_append_first() (in module pfjax.utils) tree_append_last() (in module pfjax.utils) tree_array2d() (in module pfjax.utils) tree_keep_last() (in module pfjax.utils)

tree_mean() (in module pfjax.utils) tree_remove_first() (in module pfjax.utils) tree_remove_last() (in module pfjax.utils) tree_shuffle() (in module pfjax.utils) tree_zeros() (in module pfjax.utils)