dash.posteriorCalculation

Classes that perform calculations using posterior deviations from a Kalman Filter

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Description

The Interface class implements an interface for performing calculations on the posterior deviations in a Kalman filter. This allows developers to write plug-ins for new calculations, without needing to alter “kalmanFilter.run”. The use of these calculators allows users to calculate values using the posterior, without needing to save the (often very large) posterior as output.

Subclasses implement the actual calculations, and implement methods that allow “kalmanFilter.run” to preallocate their output.

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Abstract Interface

Interface - Interface for objects that perform calculations on the posterior deviations for a Kalman filter

Concrete Subclasses

variance - Computes the variance across a posterior ensemble

percentiles - Computes the percentiles across a posterior ensemble

weightedMean - Calculates a weighted mean index for each member of a posterior ensemble

Tests

tests - Unit tests for the package