arma_benchmark: Calculated log-ARMA log-likelihood benchmark for spatPomp...

In spatPomp: Inference for Spatiotemporal Partially Observed Markov Processes

Calculated log-ARMA log-likelihood benchmark for spatPomp models

Description

Fits independent log-ARMA models for each unit, and calculates the conditional log-likelihood for each observation, as well as log-likelihood for each unit and total log-likelihood. A simple tool, but one with practical applicability, as demonstrated by King et al (2008) and Wheeler et al (2023). This function is designed for non-negative data, and adds 1 to each observation to avoid log(0).

Usage

arma_benchmark(spo, order = c(2, 0, 1))

Arguments

spo	A spatPomp object
order	A triple (p,d,q) for the ARIMA model fitted to the data. It is intended that d=0

Author(s)

Edward L. Ionides

References

\king

2008

\wheeler

2023

See Also

Other utilities: expand_params()

Examples

# Complete examples are provided in the package tests
## Not run: 
m <- he10(U = 5)
arma_benchmark(m)

## End(Not run)

spatPomp documentation built on April 4, 2025, 3:50 a.m.