dinit_spec: dinit specification

In pomp: Statistical Inference for Partially Observed Markov Processes

dinit specification

Description

Specification of the initial-state distribution density evaluator, dinit.

Details

To fully specify the unobserved Markov state process, one must give its distribution at the zero-time (t0). One specifies how to evaluate the log probability density function for this distribution using the dinit argument. As usual, this can be provided either as a C snippet or as an R function. In the former case, bear in mind that:

1. The goal of a this snippet is computation of a log likelihood, to be put into a variable named loglik.

2. In addition to the state variables, parameters, and covariates (if any), the variable t, containing the zero-time, will be defined in the context in which the snippet is executed.

General rules for writing C snippets can be found here.

If an R function is to be used, pass

   dinit = f

to pomp, where f is a function with arguments that can include the time t, any or all of the model state variables, parameters, and covariates. As usual, f may take additional arguments, provided these are passed along with it in the call to pomp. f must return a single numeric value, the log likelihood.

Note for Windows users

Some Windows users report problems when using C snippets in parallel computations. These appear to arise when the temporary files created during the C snippet compilation process are not handled properly by the operating system. To circumvent this problem, use the cdir and cfile options to cause the C snippets to be written to a file of your choice, thus avoiding the use of temporary files altogether.

See Also

dinit

More on implementing POMP models: Csnippet, accumvars, basic_components, betabinomial, covariates, dmeasure_spec, dprocess_spec, emeasure_spec, eulermultinom, parameter_trans(), pomp-package, pomp_constructor, prior_spec, rinit_spec, rmeasure_spec, rprocess_spec, skeleton_spec, transformations, userdata, vmeasure_spec

pomp documentation built on Sept. 13, 2024, 1:08 a.m.