dzim.control: Auxiliary for Controlling DZIM Fitting

In biostatstudio/ZIM: Zero-Inflated Models for Count Time Series with Excess Zeros

Auxiliary for Controlling DZIM Fitting

Description

Auxiliary function for dzim fitting. Typically only used internally by dzim.fit, but may be used to construct a control argument for either function.

Usage

dzim.control(
  dist = c("poisson", "nb", "zip", "zinb"),
  trace = FALSE,
  start = NULL,
  order = 1,
  mu0 = rep(0, order),
  Sigma0 = diag(1, order),
  N = 1000,
  R = 1000,
  niter = 500
)

Arguments

dist	count model family
trace	logical; if TRUE, display iteration history.
start	initial parameter values.
order	autoregressive order.
mu0	mean vector for initial state.
Sigma0	covariance matrix for initial state.
N	number of particiles in particle filtering.
R	number of replications in particle smoothing.
niter	number of iterations.

Note

The default values of N, R, and niter are chosen based on our experience. In some cases, N = 500, R = 500, and niter = 200 might be sufficient. The dzim.plot function should always be used for convergence diagnostics.

See Also

dzim, dzim.fit, dzim.filter, dzim.smooth, dzim.sim, dzim.plot

biostatstudio/ZIM documentation built on June 2, 2025, 6:06 a.m.