pou_type2mle: Hyperparameter Estimation

In jpmeagher/sdsBAT:

Description

Type II Maximum Likelihood Estimation for hyperparameters of a Phylogenetic Ornstein-Uhlenbeck Process.

Usage

pou_type2mle(observations, phylogenetic_tree, logl_function = pou_logl_slow,
  optim_function = "optim", optim_method = "Nelder-Mead",
  lower_initialisation = c(0, 0, 0), upper_initialisation = c(1, 1, 1),
  n_restarts = 1)

Arguments

observations	Observations from the tips of the phylogenetic tree
phylogenetic_tree	Phylogenetic tree of relationships between observations
logl_function	function calculating the negative log likelihood of the observations to be minimised. Either 'pou_logl_slow' or 'pou_logl_fast'.
optim_function	String indicating which optimising function to use, 'optim' or 'uobyqa' from the minqa package.
optim_method	Method to be used with the optim optimiser.
lower_initialisation	Lower bound for the uniform random variable used to generate initial values.
upper_initialisation	Upper bound for the uniform random variable used to generate initial values.
n_restarts	Number of different initialisation values to test.

Value

Vector of optimised hyperparameters and the corresponding negative log likelihood, in order (phylogenetic noise, phylogenetic length-scale, non-phylogenetic noise, negative log likelihood) @export

jpmeagher/sdsBAT documentation built on May 5, 2019, 3:50 a.m.