MARSSinits: Initial Values for MLE

Description Usage Arguments Details Value Author(s) See Also

Description

Sets up generic starting values for parameters for maximum-likelihood estimation algorithms that use an iterative maximization routine needing starting values. Examples of such algorithms are the EM algorithm in MARSSkem and Newton methods in MARSSoptim. This is a utility function in the MARSS-package. It is not exported to the user. Users looking for information on specifying initial conditions should look at MARSS and look at the help file for their model form.

The function assumes that the user passed in the inits list using the parameter names in whatever form was specified in the MARSS() call. The default is form="marxss". The MARSSinits() function calls MARSSinits_foo, where foo is the form specified in the MARSS() call. MARSSinits_foo translates the inits list in form foo into form marss.

Usage

1
MARSSinits(MLEobj, inits=list(B=1, U=0, Q=0.05, Z=1, A=0, R=0.05, x0=-99, V0=5))

Arguments

MLEobj

An object of class marssMLE.

inits

A list of up to 8 values to construct starting matrices for each parameter in a MARSSmodel.

Details

Creates an inits parameter list for use by iterative maximization algorithms.

Default values for inits is supplied in MARSSsettings.R. The user can alter these and supply any of the following (m is the dim of X and n is the dim of Y in the MARSS model):

Value

A list with 8 matrices A, R, B, U, Q, x0, V0, Z, specifying initial values for parameters in a MARSS model.

Author(s)

Eli Holmes, NOAA, Seattle, USA.

eli(dot)holmes(at)noaa(dot)gov

See Also

marssMODEL MARSSkem MARSSoptim


gragusa/MARSS documentation built on May 17, 2019, 8:18 a.m.