Description Usage Arguments Value Author(s) See Also
Sparsity selection for the lags of delay and time varying coefficients This function carry out one step sparsity selection for the lags of delay given the profiled optimization result.
1 2 3 4 5 6 | sparse.TV.DDE(fn, data, times, basisvals = NULL, lambda, fd.obj = NULL,
more = NULL, weights = NULL, quadrature = NULL, in.meth = "nlminb",
out.meth = "nls", control.in = list(), control.out = list(),
eps = 1e-06, active = NULL, posproc = FALSE, poslik = FALSE,
discrete = FALSE, names = NULL, sparse = FALSE, basisvals0 = NULL,
coefs0 = NULL, nbeta, ndelay, tau, nnls.res)
|
fn |
A named list of functions giving the righthand side of a delay differential equation. The functions should have arguments
The list of functions should contain the elements:
|
data |
Matrix of observed data values. |
times |
Vector observation times for the data. |
basisvals |
Values of the collocation basis to be used. This should be a basis object from the fda package. |
lambda |
Penalty value trading off fidelity to data with fidelity to dif- ferential equations. |
fd.obj |
A functional data object; if this is non-null, coefs and basisvals is extracted from here. |
more |
An object specifying additional arguments to fn. |
weights |
Weights for weighted estimation. |
quadrature |
Quadrature points, should contain two elements (if not
|
in.meth |
Inner optimization function currently one of |
out.meth |
Outer optimization selection function to be used, depending on the type of method.
|
control.in |
Control object for inner optimization function. |
control.out |
Control object for outer optimization function. |
eps |
Finite differencing step size, if needed. |
active |
Incides indicating which parameters of pars should be estimated; defaults to all of them. |
posproc |
Should the state vector be constrained to be positive? If this is the case, the state is represented by an exponentiated basis expansion in the proc object. |
poslik |
Should the state be exponentiated before being compared to the data? When the state is represented on the log scale (posproc=TRUE), this is an alternative to taking the log of the data. |
discrete |
Is it a discrete process. |
names |
The names of the state variables if not given by the column names of coefs. |
sparse |
Should sparse matrices be used for basis values? This option can save memory when using 'trust' optimization method. |
basisvals0 |
Values of the collocation basis to be used for the history part of the data. This should be a basis object from the fda package. |
coefs0 |
Vector giving the estimate of the coefficients in the spline for the history part of the data. |
nbeta |
The number of lags for the delay. |
ndelay |
A vector inidicating which state process has a delay term. |
tau |
A list of delay lags. |
nnls.res |
nnls.res |
A list with elements
The matrix for the observed data.
The inner optimization result.
A list containing the result after selection, the parameter, delay contribution and coefficients after the selection.
Ziqian Zhou
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.