batched_kalman.hpp File Reference

#include <cuml/tsa/arima_common.h>

Include dependency graph for batched_kalman.hpp:

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Namespaces
	raft
	ML

Functions
void	ML::batched_kalman_filter (raft::handle_t &handle, const ARIMAMemory< double > &arima_mem, const double *d_ys, const double *d_exog, int nobs, const ARIMAParams< double > &params, const ARIMAOrder &order, int batch_size, double *d_loglike, double *d_pred, int fc_steps=0, double *d_fc=nullptr, const double *d_exog_fut=nullptr, double level=0, double *d_lower=nullptr, double *d_upper=nullptr)
void	ML::batched_jones_transform (raft::handle_t &handle, const ARIMAMemory< double > &arima_mem, const ARIMAOrder &order, int batch_size, bool isInv, const double *h_params, double *h_Tparams)