gaussian.py 文件源码

def __init__(self, x0, P0, params):
        self._params = params
        self.x = x0
        self.P = P0
        self._constterm = self._params.meanlogvar * (1. - self._params.persistence)
        self._cv = self._params.cor * self._params.voloflogvar
        self._cv2 = self._cv * self._cv
        self._p2 = self._params.persistence * self._params.persistence
        self._v2 = self._params.voloflogvar * self._params.voloflogvar
        self.predictedobservation = np.NAN
        self.lastobservation = None
        self.innov = np.NAN
        self.innovcov = np.NAN
        self.gain = np.NAN
        self.loglikelihood = 0.0