pypomp.core.results.PompPFilterResult

class pypomp.core.results.PompPFilterResult(method: str, execution_time: float | None, key: Array, timestamp: Timestamp = <factory>, theta: PompParameters | None = None, logLiks: DataArray = <factory>, J: int = 0, reps: int = 1, thresh: float = 0.0, CLL_da: DataArray | None = None, ESS_da: DataArray | None = None, filter_mean: DataArray | None = None, prediction_mean: DataArray | None = None)[source]

Bases: PompBaseResult

Result from Pomp.pfilter() method.

Attributes

CLL_da: DataArray | None = None

Conditional log-likelihoods for each unit and time point. Dimensions: (“theta_idx”, “rep”, “time”)

ESS_da: DataArray | None = None

Effective Sample Size for each unit and time point. Dimensions: (“theta_idx”, “rep”, “time”)

J: int = 0

The number of particles used for filtering.

filter_mean: DataArray | None = None

The mean of the filtering distribution for each state variable. Dimensions: (“theta_idx”, “rep”, “state”, “time”)

prediction_mean: DataArray | None = None

The mean of the predictive distribution for each state variable. Dimensions: (“theta_idx”, “rep”, “state”, “time”)

reps: int = 1

The number of replicates for each parameter set.

theta: PompParameters | None = None

The parameter object used for the computation.

thresh: float = 0.0

The resampling threshold used by the filter.

logLiks: DataArray

Log-likelihoods for each parameter set and replicate. Dimensions: (“theta_idx”, “rep”)

method: str

The name of the method that produced this result (e.g., ‘pfilter’, ‘mif’).

execution_time: float | None

Total execution time in seconds.

key: jax.Array

The JAX random key used for this execution.

timestamp: pd.Timestamp

The date and time when the result was created.

Methods

CLL([average])

Return conditional log-likelihoods as a DataFrame.

ESS([average])

Return Effective Sample Size as a DataFrame.

__init__(method, execution_time, key, ...)

merge(*results)

Merge multiple result objects of the same type.

print_summary([n])

Print a summary of this result.

to_dataframe([ignore_nan])

Convert pfilter result to DataFrame.

traces()

Return traces DataFrame for this pfilter result.