dzim.control: Auxiliary for Controlling DZIM Fitting

In ZIM: Zero-Inflated Models (ZIM) for Count Time Series with Excess Zeros

Description

Auxiliary function for dzim fitting. Typically only used internally by dzim.fit, but may be used to construct a control argument for either function.

Usage

dzim.control(dist = c("poisson", "nb", "zip", "zinb"), trace = FALSE,
  start = NULL, order = 1, mu0 = rep(0, order), Sigma0 = diag(1,
  order), N = 1000, R = 1000, niter = 500)

Arguments

dist	count model family
trace	logical; if TRUE, display iteration history.
start	initial parameter values.
order	autoregressive order.
mu0	mean vector for initial state.
Sigma0	covariance matrix for initial state.
N	number of particiles in particle filtering.
R	number of replications in particle smoothing.
niter	number of iterations.

Note

The default values of N, R, and niter are chosen based on our experience. In some cases, N = 500, R = 500, and niter = 200 might be sufficient. The dzim.plot function should always be used for convergence diagnostics.

See Also

dzim, dzim.fit, dzim.filter, dzim.smooth, dzim.sim, dzim.plot

ZIM documentation built on May 2, 2019, 7:01 a.m.