R/bootStateSpace-pb-ssm-ou-fixed-serial-dot.R

In bootStateSpace: Bootstrap for State Space Models

.PBSSMOUFixedSerial <- function(R,
                                path,
                                prefix,
                                n,
                                time,
                                delta_t,
                                mu0,
                                sigma0_l,
                                mu,
                                phi,
                                sigma_l,
                                nu,
                                lambda,
                                theta_l,
                                type,
                                covariates,
                                gamma,
                                kappa,
                                mu0_fixed,
                                sigma0_fixed,
                                optimization_flag,
                                hessian_flag,
                                verbose,
                                weight_flag,
                                debug_flag,
                                perturb_flag,
                                xtol_rel,
                                stopval,
                                ftol_rel,
                                ftol_abs,
                                maxeval,
                                maxtime,
                                seed) {
  if (!is.null(seed)) {
    set.seed(seed)
  }
  prep <- .PBSSMOUFixedPrepDynr(
    mu0 = mu0,
    sigma0_l = sigma0_l,
    mu = mu,
    phi = phi,
    sigma_l = sigma_l,
    nu = nu,
    lambda = lambda,
    theta_l = theta_l,
    mu0_fixed = mu0_fixed,
    sigma0_fixed = sigma0_fixed
  )
  if (interactive()) {
    message(
      "\nGenerating data...\n"
    )
  }
  lapply(
    X = seq_len(R),
    FUN = .PBSSMOUFixedData,
    path = path,
    prefix = prefix,
    n = n,
    time = time,
    delta_t = delta_t,
    mu0 = mu0,
    sigma0_l = sigma0_l,
    mu = mu,
    phi = phi,
    sigma_l = sigma_l,
    nu = nu,
    lambda = lambda,
    theta_l = theta_l,
    type = type,
    covariates = covariates,
    gamma = gamma,
    kappa = kappa
  )
  if (interactive()) {
    message(
      "Model fitting...\n"
    )
  }
  lapply(
    X = seq_len(R),
    FUN = .PBFitDynr,
    path = path,
    prefix = prefix,
    dynr_initial = prep$dynr_initial,
    dynr_measurement = prep$dynr_measurement,
    dynr_noise = prep$dynr_noise,
    dynr_dynamics = prep$dynr_dynamics,
    optimization_flag = optimization_flag,
    hessian_flag = hessian_flag,
    verbose = verbose,
    weight_flag = weight_flag,
    debug_flag = debug_flag,
    perturb_flag = perturb_flag,
    xtol_rel = xtol_rel,
    stopval = stopval,
    ftol_rel = ftol_rel,
    ftol_abs = ftol_abs,
    maxeval = maxeval,
    maxtime = maxtime
  )
  thetahatstar <- lapply(
    X = seq_len(R),
    FUN = .PBCoefDynr,
    path = path,
    prefix = prefix
  )
  list(
    prep = prep,
    thetahatstar = thetahatstar
  )
}