sir_csmc: controlled SMC for SIR model

Description Usage Arguments Value

View source: R/sir_csmc.R

Description

marginal likelihood estimations and samples from the posterior distribution of agent states

Usage

1
sir_csmc(y, model_config, particle_config, policy = NULL)

Arguments

y

, observations, length (T+1)

model_config

a list containing model parameters, must pass the test of check_model_config;

particle_config

a list specifying the particle filter, must pass the test of check_particle_config;

Value

the particle filter outcome, must contain estimate of log marginal likelihood and effective sample size.


nianqiaoju/agents documentation built on Feb. 19, 2021, 12:18 a.m.