R/alcohol.example.R

In PJOssenbruggen/cardlm: Tools for Understanding Highway Performance, Part 2

#' \code{alcohol.example} is a wrapper function for estimating a successful, safe merge.
#'
#' @usage uses \code{xabparam}, \code{xab} and \code{uab} from the \code{cartools} Package.
# #' @examples
# #' alcohol.example()
#' @export
alcohol.example <- function() {
  data("alcohol")
  deaths <- window(alcohol[,2], end = 2007)
  population <- window(alcohol[,6],end = 2007)
  Zt <- matrix(c(1,0),1,2)
  Ht <- matrix(NA)
  Tt <- matrix(c(1,0,1,1),2,2)
  Rt <- matrix(c(1,0),2,1)
  Qt <- matrix(NA)
  a1 <- matrix(c(1,0),2,1)
  P1 <- matrix(0,2,2)
  P1inf <- diag(2)
  model_gaussian <- SSModel(deaths/population ~ -1 + SSMcustom(Z = Zt, T=Tt,R=Rt,Q=Qt,a1=a1,P1=P1,P1inf=P1inf),
                                  H = Ht)
  fit_gaussian   <- fitSSM(model_gaussian, inits = c(0,0), method = "BFGS")
  out_gaussian   <- KFS(fit_gaussian$model)
  plot(deaths/population, col = gray(0.5))
  lines(out_gaussian$a[,1], col = "red", lwd = 2)
  lines(out_gaussian$muhat, col = "blue", lwd = 2)
}