Bootstrap particle filter for Python¶
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.
- Getting Started
- API documentation
- Unicode and byte strings
- Change Log