dar.py 文件源码

def _ss_matrices(self,beta):
        """ Creates the state space matrices required

        Parameters
        ----------
        beta : np.array
            Contains untransformed starting values for latent variables

        Returns
        ----------
        T, Z, R, Q, H : np.array
            State space matrices used in KFS algorithm
        """     

        T = np.identity(self.z_no-1)
        H = np.identity(1)*self.latent_variables.z_list[0].prior.transform(beta[0])       
        Z = self.X
        R = np.identity(self.z_no-1)

        Q = np.identity(self.z_no-1)
        for i in range(0,self.z_no-1):
            Q[i][i] = self.latent_variables.z_list[i+1].prior.transform(beta[i+1])

        return T, Z, R, Q, H