estimateCVM.crawl <- function(Z, T, p0 = NULL, verbose = TRUE, CI = NULL, ...) {
x <- Re(Z)
y <- Im(Z)
data <- data.frame(x, y, T)
initial.state <- list(
a1.x = c(x[1], 0),
a1.y = c(y[1], 0),
P1.x = diag(c(1, 1)),
P1.y = diag(c(1, 1))
)
initial.state <- list(
a = c(x[1], 0, y[1], 0),
P = diag(rep(1, 4))
)
Fit.crawl <- crwMLE(
mov.model = ~ 1,
data = data, coord = c("x", "y"),
Time.name = "T",
# theta = ,# initial parameters,
initial.state = initial.state,
fixPar = c(NA, NA), ...
)
Get.nutau <- function(fit) {
sigma.hat <- exp(fit$par[1])
sigma.CI <- exp(fit$ci[1, ])
tau.hat <- 1 / exp(fit$par[2])
tau.CI <- sort(1 / exp(fit$ci[2, ]))
nu.hat <- sqrt(pi / tau.hat) * sigma.hat / 2
nu.CI <- sqrt(pi / tau.hat) * sigma.CI / 2
results <- data.frame(Estimate = c(tau.hat, nu.hat), rbind(tau.CI, nu.CI))
names(results) <- c("Estimate", "L", "U")
return(results)
}
nutau <- Get.nutau(Fit.crawl)
row.names(nutau) <- c("tau", "nu")
if (verbose) print(Fit.crawl)
return(nutau)
}
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