# load libraries
library(countsFun)
library(tictoc)
library(optimx)
library(ltsa)
library(itsmr)
library(numDeriv)
library(MASS)
library(parallel)
library(doParallel)
# Specify model and methods
n = 50
Regressor = NULL
CountDist = "Poisson"
MargParm = 3
ARParm = 0.5
MAParm = NULL
ARMAModel = c(length(ARParm), length(MAParm))
ParticleNumber = 5
epsilon = 0.5
EstMethod = "PFR"
TrueParam = c(MargParm, ARParm, MAParm)
Task = 'Simulation'
SampleSize = 50
nsim = 2
no_cores = 2
OptMethod = "bobyqa"
OptMethod = "L-BFGS-B"
OutputType = "list"
ParamScheme = NULL
maxdiff = 10 ^ (-6)
DependentVar =
c(5, 4, 2, 4, 1, 3, 3, 4, 4, 7, 4, 5, 7, 5, 1, 2, 2, 3, 3, 4,
4, 5, 4, 2, 2, 1, 1, 1, 1, 2, 0, 0, 3, 4, 6, 5, 4, 3, 2, 1, 4,
3, 5, 3, 1, 1, 3, 4, 6, 3)
# save the data in a data frame
df = data.frame(DependentVar)
# specify the regression model
formula = DependentVar~0
# call the wrapper
a = lgc(
formula,
df,
EstMethod,
CountDist,
ARMAModel,
ParticleNumber,
epsilon,
initialParam = TrueParam,
TrueParam,
Task = "Simulation",
SampleSize,
nsim ,
no_cores,
OptMethod,
OutputType,
ParamScheme,
maxdiff
)
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