Nothing
library(spatPomp)
set.seed(2)
# Note: we need N >= 5 here to make the arma_benchmark stable
gbm_model <- gbm(U=2,N=5)
gbm_pf <- pfilter(gbm_model,Np=5)
paste("gbm pfilter loglik:",round(logLik(gbm_pf),3))
## A call to igirf using the moment-based guide function can test compiled code for eunit_measure, munit_measure, vunit_measure, dunit_measure, runit_measure, rprocess, skeleton, rinit and partrans.
gbm_igirf_out <- igirf(gbm_model,
Ngirf = 1,
rw.sd = rw_sd(rho=0.02, sigma=0.02, tau=0.02),
cooling.type = "geometric",
cooling.fraction.50 = 0.5,
Np=3,
Ninter = 1,
lookahead = 1,
Nguide = 4,
kind = 'moment',
verbose = FALSE
)
paste("gbm igirf loglik:", round(logLik(gbm_igirf_out),3))
## --------------------------------------------
## using gbm to test arma_benchmark()
## ____________________________________________
a1 <- arma_benchmark(gbm_model,order=c(1,0,0))
paste("ARMA benchmark:", round(a1$total,3))
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