Nothing
library(TMB)
library(covafillr)
system("touch ssmtest.cpp")
compile("ssmtestTree.cpp","-g -O0",
CXXFLAGS = cxxFlags())
dyn.load(dynlib("ssmtestTree"))
coord <- as.matrix(expand.grid(-5:5,-5:5))
covObs <- apply(coord,1,function(x)0.1 * sum(x^2))
set.seed(123)
## Simulate track
n <- 500
x <- array(0,dim=c(2,n))
for(i in 2:n)
x[,i] <- x[,i-1] + rnorm(2,0,0.1)
## Simulate obs
obs <- array(NA,dim=c(3,n))
for(i in 1:n){
obs[1:2,i] <- x[,i] + rnorm(2,0,0.2)
obs[3,i] <- 0.1 * sum(x[,i]^2) + rnorm(1,0,0.2)
}
##plot.ts(t(obs))
dat <- list(obs = obs,
coord = coord,
covObs = covObs,
p = 2,
h = c(2,2),
d = 1.5)
param <- list(logObsSd = 0,
logObsTSd = 2,
logStatSd = 0,
x = obs[1:2,])
obj <- MakeADFun(data = dat,
parameters = param,
random = "x",
DLL = "ssmtestTree")
obj$fn()
system.time((obj$fn()))
obj$gr()
opt <- nlminb(obj$par,obj$fn,obj$gr)
opt
numDeriv::grad(obj$fn,obj$env$last.par[-obj$env$random])
obj$gr(obj$env$last.par[-obj$env$random])
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