kalman | R Documentation |
Function for running a kalman filter to a subset of potential drift dives.
kalman(
Data,
update = 4e+05,
n.iter = 10000,
n.chains = 3,
n.adapt = 1000,
parallel = FALSE
)
Data |
An object of class 'data.frame' that needs to include at least date and drift rate |
update |
Burn.in length. |
n.iter |
posterior drawn length. |
n.chains |
number of chains to be drawn. |
n.adapt |
adaption length (for jags performance) |
parallel |
logical. if TRUE, it will run 3 chains in three different cores of the local machine. |
This functions is a wrap to a kalman filter implemented in jags (Just another Gibs sampler). It is a bit slow as it requires require long chains. Current set up is a burn in of 400.000 iterations. The chains can be run in parallel. If parallel is set to TRUE, it will run three chains, each one in a different core
an object of class 'list' that includes: 1) the original dataset (plus some remaping of variables), the model (a jags object), the output etc...
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