outterobj_multi_missing: Outter objective function (multiple dimension version with...

In pCODE: Estimation of an Ordinary Differential Equation Model by Parameter Cascade Method

Outter objective function (multiple dimension version with unobserved state variables)

Description

An objective function of the structural parameter computes the measure of fit for the basis expansion.

Usage

outterobj_multi_missing(ode.parameter, basis.initial, derivative.model, inner.input, NLS)

Arguments

ode.parameter	Structural parameters of the ODE model.
basis.initial	Initial values of the basis coefficients for nonlinear least square optimization.
derivative.model	The function defines the ODE model and is the same as the ode.model in 'pcode'
inner.input	Input that will be passed to the inner objective function. Contains dependencies for the optimization, including observations, penalty parameter lambda, and etc..
NLS	Default is TRUE so the function returns vector of residuals, and otherwise returns sum of squared errors.

Value

residual

Vector of residuals and evaluation of penalty function on quadrature points for approximating the integral.

pCODE documentation built on Sept. 8, 2022, 9:06 a.m.