Bootstrap particle filter for epidemic forecasting

Welcome to the pypfilt documentation. This package implements a bootstrap particle filter that can be used for recursive Bayesian estimation and forecasting.


Here’s a brief example of how to use pypfilt directly:

import datetime
import pypfilt

params = ...   # Simulation parameters, model parameters, etc.
obs = ...      # A list of observation streams.
summary = ...  # An object that calculates summary statistics.
start = datetime.datetime(2015, 1, 1)
until = datetime.datetime(2015, 12, 31)
outfile = 'forecasts.hdf5'

# Generate forecasts and save them to disk (in HDF5 format).
forecasts = pypfilt.forecast(params, start, until, obs, summary, outfile)

See Getting Started for a more detailed example.