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particles[i] = transition!!(rng, t, particles[i])
logweights[i] += emission_logdensity(t, particles[i])
end
end</code></pre><h3 id="Interface"><a class="docs-heading-anchor" href="#Interface">Interface</a><a id="Interface-1"></a><a class="docs-heading-anchor-permalink" href="#Interface" title="Permalink"></a></h3><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.AbstractStateSpaceModel" href="#SSMProblems.AbstractStateSpaceModel"><code>SSMProblems.AbstractStateSpaceModel</code></a> — <span class="docstring-category">Type</span></header><section><div></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/985c55f70be3305dc183045eac2411af4fcd4c52/src/SSMProblems.jl#L6">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.dimension-Tuple{Type{&lt;:AbstractStateSpaceModel}}" href="#SSMProblems.dimension-Tuple{Type{&lt;:AbstractStateSpaceModel}}"><code>SSMProblems.dimension</code></a> — <span class="docstring-category">Method</span></header><section><div><pre><code class="language-julia hljs">dimension(::Type{AbstractStateSpaceModel})</code></pre><p>Returns the dimension of the state space for a given model type</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/985c55f70be3305dc183045eac2411af4fcd4c52/src/SSMProblems.jl#L40-L44">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.emission_logdensity" href="#SSMProblems.emission_logdensity"><code>SSMProblems.emission_logdensity</code></a> — <span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia hljs">emission_logdensity(step, model, particle[, cache])</code></pre><p>Compute the log potential of current particle. This effectively &quot;reweight&quot; each particle.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/985c55f70be3305dc183045eac2411af4fcd4c52/src/SSMProblems.jl#L26-L30">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.isdone" href="#SSMProblems.isdone"><code>SSMProblems.isdone</code></a> — <span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia hljs">isdone(step, model, particle[, cache])</code></pre><p>Determine whether we have reached the last time step of the Markov process. Return <code>true</code> if yes, otherwise return <code>false</code>.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/985c55f70be3305dc183045eac2411af4fcd4c52/src/SSMProblems.jl#L33-L37">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.transition!!" href="#SSMProblems.transition!!"><code>SSMProblems.transition!!</code></a> — <span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia hljs">transition!!(rng, step, particle[, cache])</code></pre><p>Simulate the particle for the next time step from the forward dynamics.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/985c55f70be3305dc183045eac2411af4fcd4c52/src/SSMProblems.jl#L12-L16">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.transition_logdensity" href="#SSMProblems.transition_logdensity"><code>SSMProblems.transition_logdensity</code></a> — <span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia hljs">transition_logdensity(step, model, particle, x[, cache])</code></pre><p>(Optional) Computes the log-density of the forward transition if the density is available.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/985c55f70be3305dc183045eac2411af4fcd4c52/src/SSMProblems.jl#L19-L23">source</a></section></article><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-Murray"><a class="tag is-link" href="#citeref-Murray">Murray</a><blockquote><p>Murray, Lawrence &amp; Lee, Anthony &amp; Jacob, Pierre. (2013). Rethinking resampling in the particle filter on graphics processing</p></blockquote></li></ul></section></article><nav class="docs-footer"><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Monday 24 July 2023 20:55">Monday 24 July 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
end</code></pre><h3 id="Interface"><a class="docs-heading-anchor" href="#Interface">Interface</a><a id="Interface-1"></a><a class="docs-heading-anchor-permalink" href="#Interface" title="Permalink"></a></h3><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.AbstractStateSpaceModel" href="#SSMProblems.AbstractStateSpaceModel"><code>SSMProblems.AbstractStateSpaceModel</code></a> — <span class="docstring-category">Type</span></header><section><div></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/e5e6194331b5e73e8b6a36ca3974a6111981c190/src/SSMProblems.jl#L6">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.emission_logdensity" href="#SSMProblems.emission_logdensity"><code>SSMProblems.emission_logdensity</code></a> — <span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia hljs">emission_logdensity(step, model, particle[, cache])</code></pre><p>Compute the log potential of current particle. This effectively &quot;reweight&quot; each particle.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/e5e6194331b5e73e8b6a36ca3974a6111981c190/src/SSMProblems.jl#L26-L30">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.isdone" href="#SSMProblems.isdone"><code>SSMProblems.isdone</code></a> — <span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia hljs">isdone(step, model, particle[, cache])</code></pre><p>Determine whether we have reached the last time step of the Markov process. Return <code>true</code> if yes, otherwise return <code>false</code>.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/e5e6194331b5e73e8b6a36ca3974a6111981c190/src/SSMProblems.jl#L33-L37">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.particleof-Tuple{Type{AbstractStateSpaceModel}}" href="#SSMProblems.particleof-Tuple{Type{AbstractStateSpaceModel}}"><code>SSMProblems.particleof</code></a> — <span class="docstring-category">Method</span></header><section><div><pre><code class="language-julia hljs">particleof(::Type{AbstractStateSpaceModel})</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/e5e6194331b5e73e8b6a36ca3974a6111981c190/src/SSMProblems.jl#L40-L42">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.transition!!" href="#SSMProblems.transition!!"><code>SSMProblems.transition!!</code></a> — <span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia hljs">transition!!(rng, step, model, particle[, cache])</code></pre><p>Simulate the particle for the next time step from the forward dynamics.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/e5e6194331b5e73e8b6a36ca3974a6111981c190/src/SSMProblems.jl#L12-L16">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="SSMProblems.transition_logdensity" href="#SSMProblems.transition_logdensity"><code>SSMProblems.transition_logdensity</code></a> — <span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia hljs">transition_logdensity(step, model, particle, x[, cache])</code></pre><p>(Optional) Computes the log-density of the forward transition if the density is available.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/SSMProblems.jl/blob/e5e6194331b5e73e8b6a36ca3974a6111981c190/src/SSMProblems.jl#L19-L23">source</a></section></article><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-Murray"><a class="tag is-link" href="#citeref-Murray">Murray</a><blockquote><p>Murray, Lawrence &amp; Lee, Anthony &amp; Jacob, Pierre. (2013). Rethinking resampling in the particle filter on graphics processing</p></blockquote></li></ul></section></article><nav class="docs-footer"><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Saturday 29 July 2023 17:53">Saturday 29 July 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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