Description Usage Arguments Value
Function to run a Kalman filter on the sde
approximation of a ssm
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | kalman(
ssm,
dt = NULL,
id = 0,
root = NULL,
n_obs = NULL,
eps_abs_integ = NULL,
eps_rel_integ = NULL,
like_min = NULL,
freeze_forcing = NULL,
interpolator = NULL,
verbose = FALSE,
warning = FALSE,
no_dem_sto = FALSE,
no_white_noise = FALSE,
no_diff = FALSE,
traj = TRUE,
hat = FALSE,
trace = TRUE,
diag = TRUE,
prior = FALSE,
seed_time = TRUE
)
|
ssm |
a |
dt |
numeric, integration time step. |
id |
integer, unique integer identifier that will be appended to the output. |
root |
character, root path for output files (if any) (no trailing slash). If |
n_obs |
numeric, number of observations to be fitted (for tempering). If |
eps_abs_integ |
numeric, absolute error for adaptive step-size control. |
eps_rel_integ |
numeric, relative error for adaptive step-size control. |
like_min |
numeric, particles with likelihood smaller than |
freeze_forcing |
character, freeze covariates to their value at specified date (in |
interpolator |
character, gsl interpolator for covariates |
verbose |
logical, print logs (verbose). Default to |
warning |
logical, print warnings. Default to |
no_dem_sto |
logical, turn off demographic stochasticity (if any). Default to |
no_white_noise |
logical, turn off white noises (if any). Default to |
no_diff |
logical, turn off diffusions (if any). Default to |
traj |
logical, print the trajectories. Default to |
hat |
logical, print the state estimates. Default to |
trace |
logical, print the trace. Default to |
diag |
logical, print the diagnostics outputs (e.g. prediction residuals). Default to |
prior |
logical, add log(prior) to the estimated log-likelihood. Default to |
seed_time |
logical, seed the random number generator with the current time. Default to |
a ssm
object updated with latest SSM output and ready to be piped into another SSM block.
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