pomdev.ts: POMDEV calculation for numerical time series patterns

In Pomic: Pattern Oriented Modelling Information Criterion

Description

This function calculate the POMDEV value of time series simulations results compared to a vector taken as a field pattern.

Usage

pomdev.ts(object1, object2, eps=10^-30, nrange=1000)

Arguments

object1	Numerical, vector of the field pattern
object2	Numerical, matrix of simulations results with nrow = length(object1) and ncol > 2
eps	Numerical, value to use when the likelihood = 0 for mathematical stability
nrange	Numerical, number of interval to consider for the probability density function creation and integration

Details

This function is still under evaluation and should give a possibility of deviance measurement for temporal patterns. It corresponds to the sum of twice the log of approximated likelihoods given by approximating function of density from simulation results for each field data point.

Value

Return a value corresponding to the pomdev score of model results to reproduce the pattern.

Author(s)

Cyril Piou
[e-mail]

See Also

pomdev pomdev.extra pomdev.corrected

Examples

pomdev.ts(rnorm(100,10,5),matrix(rnorm(100*5,10.5,6),ncol=5),eps=10^-20)

Pomic documentation built on May 2, 2019, 6:13 a.m.