# load necessary libraries
library(optimx)
library(ltsa)
library(countsFun)
library(itsmr)
library(tictoc)
# Specify model and methods
n = 1000
# Regressor = cbind(rep(1,n),rbinom(n,1,0.25))
Regressor = NULL
CountDist = "Poisson"
MargParm = 3
ARParm = c(0.8, -0.25)
#MAParm = c(0.2, 0.5,0.2, 0.1)
#ARParm = NULL
MAParm = NULL
ARMAModel = c(length(ARParm),length(MAParm))
ParticleNumber = 1
epsilon = 0.5
EstMethod = "PFR"
TrueParam = c(MargParm,ARParm,MAParm)
initialParam = TrueParam
Task = 'Optimization'
SampleSize = NULL
nsim = NULL
no_cores = NULL
OptMethod = "bobyqa"
OptMethod = "L-BFGS-B"
OutputType = "data.frame"
ParamScheme = NULL
maxdiff = 10^(-6)
# simulate data
set.seed(2)
DependentVar = sim_lgc(n, CountDist, MargParm, ARParm, MAParm, Regressor)
mod = ModelScheme(DependentVar, Regressor, EstMethod, ARMAModel, CountDist,ParticleNumber, epsilon,
initialParam, TrueParam, Task,SampleSize, OptMethod, OutputType, ParamScheme, maxdiff)
if (is.null(initialParam)){
theta = InitEst = InitialEstimates(mod)
mod$initialParam = InitEst
}else{
theta = InitEst = mod$initialParam
}
t1 = tic()
for (i in 1:1){
a1 = ParticleFilter_Res_ARMA(theta,mod)
}
t1 = tic() - t1
t3 = tic()
for (i in 1:1){
a3 = ParticleFilter_Res_ARMA_old(theta,mod)
}
t3 = tic() - t3
t4 = tic()
for (i in 1:1){
a4 = ParticleFilter_Res_AR(theta,mod)
}
t4 = tic() - t4
t5 = tic()
for (i in 1:1){
a5 = ParticleFilter_Res_AR_old(theta,mod)
}
t5 = tic() - t5
t1
a1
a3
t3
a4
t4
a5
t5
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