kalman_rcpp: Kalman filter

Description Usage Arguments Value References

View source: R/RcppExports.R

Description

This code is adapted from the package crawl (Johnson et al., 2008).

Usage

1
kalman_rcpp(data, param, Hmat, a0, P0)

Arguments

data

Matrix of data, including (in that order) columns "x", "y", "time", and "state".

param

Vector of movement parameters (beta and sigma)

Hmat

Matrix of observation error variance (four columns, and one row for each row of data)

a0

Initial state estimate vector

P0

Initial estimate covariance matrix

Value

Log-likelihood

References

Johnson, D. S., London, J. M., Lea, M. A., & Durban, J. W. (2008). Continuous-time correlated random walk model for animal telemetry data Ecology, 89(5), 1208-1215.


TheoMichelot/MScrawl documentation built on Dec. 10, 2019, 10:44 a.m.