kfTMBmcmc: Sample mcmc from kalman filter model uses tmbstan this...

View source: R/TMB_functions.r

kfTMBmcmcR Documentation

Sample mcmc from kalman filter model uses tmbstan this function does not work well

Description

Sample mcmc from kalman filter model uses tmbstan this function does not work well

Usage

kfTMBmcmc(
  data,
  silent = FALSE,
  control = TMBcontrol(),
  iter = 2000,
  chains = 4,
  init = "random",
  lower = c(-Inf, -Inf, -Inf, -Inf),
  upper = c(Inf, Inf, Inf, Inf),
  controlstan = list(adapt_delta = 0.95, max_treedepth = 15),
  warmup = 500,
  thin = 1
)

Arguments

silent

Silent or optimization details?

control

Behaves like rstan

iter

number of iteration for mcmc sampling

chains

number of mcmc chains

init

Initial values for the sampler. Behaves like tmbstan

lower

Vector of lower parameter bounds. Behaves like tmbstan

upper

Vector of upper parameter bounds. Behaves like tmbstan

warmup

Behaves like rstan

thin

Behaves like rstan

tmb_obj

object from the output of the kfTMB function


carrieholt/KF-funcs documentation built on July 26, 2022, 7:24 a.m.