LDS_reconstruction: Learn LDS model.
In ldsr: Linear Dynamical System Reconstruction

Description Usage Arguments Value Examples

The initial conditions can either be randomized (specifiled by num.restarts) or provided beforehand.

LDS_reconstruction(
  Qa,
  u,
  v,
  start.year,
  method = "EM",
  transform = "log",
  init = NULL,
  num.restarts = 50,
  return.init = FALSE,
  ub = NULL,
  lb = NULL,
  num.islands = 4,
  pop.per.island = 250,
  niter = 1000,
  tol = 1e-05,
  return.raw = FALSE
)

`Qa`	Observations: a data.frame of annual streamflow with at least two columns: year and Qa.
`u`	Input matrix for a single-model reconstruction, or a list of input matrices for an ensemble reconstruction.
`v`	Same as u.
`start.year`	Starting year of the climate proxies, i.e, the first year of the paleo period. `start.year + nrow(pc) - 1` will determine the last year of the study horizon, which must be greater than or equal to the last year in `Qa`.
`method`	By default this is "EM". There are experimental methods but you should not try.
`transform`	Flow transformation, either "log", "boxcox" or "none". Note that if the Box-Cox transform is used, the confidence interval after back-transformation is simply the back-transform of the trained onfidence interval; this is hackish and not entirely accurate.
`init`	A list, each element is a vector of initial values for the parameters. If `NULL`, will be created by `make_init()`. See make_init for details.
`num.restarts`	The number of initial conditions to start the EM search; ignored if `init` is provided.
`return.init`	If `TRUE`, the list of initial values (`init`) will be returned. This can be useful if you want to reproduce the model from this one set of initial values.
`ub`	Upper bounds, a vector whose length is the number of parameters
`lb`	Lower bounds
`num.islands`	Number of islands (if method is GA; experimental)
`pop.per.island`	Initial population per island (if method is GA; experimental)
`niter`	Maximum number of iterations, default 1000
`tol`	Tolerance for likelihood convergence, default 1e-5. Note that the log-likelihood is normalized by dividing by the number of observations.
`return.raw`	If TRUE, state and streamflow estimates without measurement updates will be returned.

A list of the following elements

rec: reconstruction results, a data.table with the following columns
- year: calculated from Qa and the length of u
- X: the estimated hidden state
- Xl, Xu: lower and upper range for the 95\
- Q: the reconstructed streamflow
- Ql, Qu: lower and upper range for the 95\
theta: model parameters
lik: maximum likelihood
init: the initial condition that resulted in the maximum likelihood (if return.init = TRUE).

# Make a shorter time horizon so that this example runs fast
u <- v <- t(NPpc[601:813])
# We run this example without parallelism
foreach::registerDoSEQ()
LDS_reconstruction(NPannual, u, v, start.year = 1800, num.restarts = 1)
# Please refer to the vignette for the full run with parallel options. It takes a second or two.