nllm.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 : np.array
            State space matrices used in KFS algorithm
        """     

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

        return T, Z, R, Q