Search found 4 matches
- Tue Sep 17, 2019 5:16 am
- Forum: Estimation
- Topic: State Space Covariance
- Replies: 4
- Views: 6140
Re: State Space Covariance
I solved it and it worked perfectly, thanks for quick response.
- Tue Sep 17, 2019 2:38 am
- Forum: Estimation
- Topic: State Space Covariance
- Replies: 4
- Views: 6140
Re: State Space Covariance
Yes, that is indeed what I want. I'll look into that. Thank you
- Thu Sep 12, 2019 5:12 am
- Forum: Estimation
- Topic: State Space Covariance
- Replies: 4
- Views: 6140
State Space Covariance
Hello!
I have a question regarding state space output.
Let's say I have a state space object "SSOBJECT". Does SSOBJECT.@Sm_statecov produce COV(state_{t|T}) or COV(state_t, state_T)?
If it's not the latter, is there any way to get COV(state_t, state_T)?
/Erik
I have a question regarding state space output.
Let's say I have a state space object "SSOBJECT". Does SSOBJECT.@Sm_statecov produce COV(state_{t|T}) or COV(state_t, state_T)?
If it's not the latter, is there any way to get COV(state_t, state_T)?
/Erik
- Thu Feb 08, 2018 10:52 am
- Forum: Programming
- Topic: Extracting gradients in optimization
- Replies: 1
- Views: 2151
Extracting gradients in optimization
Hello! I was wondering if it is possible to extract gradients when using the command "optimize()". For example storing them in an object during the subroutine which is to be optimized. Or at least get the last numerical gradients at the end of the optimization? I have a multivariate distri...