Description Usage Arguments Value
Function to run a MCMC using a SMC (particle filter) to evaluate the log-likelihood.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 | pmcmc(
ssm,
approx = c("ode", "sde", "psr"),
dt = NULL,
id = 0,
root = NULL,
iter = NULL,
n_parts = NULL,
n_thread = 1,
n_obs = NULL,
cooling = NULL,
switch = NULL,
eps_switch = NULL,
eps_max = NULL,
eps_abs_integ = NULL,
eps_rel_integ = NULL,
smooth = FALSE,
alpha = 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,
n_traj = NULL,
hat = FALSE,
trace = TRUE,
acc = TRUE,
seed_time = TRUE
)
|
ssm |
a |
approx |
character, approximation used to simulate
|
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 |
iter |
numeric, number of iterations. |
n_parts |
numeric, number of particles. |
n_thread |
numeric, number of threads to be used. Default to 1. Use |
n_obs |
numeric, number of observations to be fitted (for tempering). If |
cooling |
numeric, cooling factor (for sampling covariance live tuning or |
switch |
numeric, select switching iteration from initial covariance to empirical one ( |
eps_switch |
numeric, select number of burn-in iterations before tuning epsilon. |
eps_max |
numeric, maximum value allowed for epsilon. |
eps_abs_integ |
numeric, absolute error for adaptive step-size control. |
eps_rel_integ |
numeric, relative error for adaptive step-size control. |
smooth |
logical, tune epsilon with the value of the acceptance rate obtained with exponential smoothing. Default to |
alpha |
numeric, smoothing factor of exponential smoothing used to compute smoothed acceptance rate (low values increase degree of smoothing) |
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 |
n_traj |
numeric, number of trajectories stored. If |
hat |
logical, print the state estimates. Default to |
trace |
logical, print the trace. Default to |
acc |
logical, print the acceptance rate. 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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