find.theta: Compute the SSM vector of parameters.

Description Usage Arguments Value

Description

This function is called by fit.ssm to compute the coefficient vector that interpolates the data and minimises the smoothness of the resulting model.

Usage

1
find.theta(response, K, design_model, tol = .Machine$double.eps)

Arguments

response

An length n vector. The observed responses.

K

A semi-positive definite N x N matrix that defines the smoothing criterion.

design_model

The n x N design model matrix.

tol

(optional) The model fitting requires the inversion of a large matrix and if the model basis is too large there can be numerical issues. This argument is passed on to solve so models can be fit despite these issues.

Value

A vector of parameters of length N if the model is fit successfully. NA is returned should solve not invert the required matrix.


peterrobertcurtis/SSM documentation built on May 25, 2019, 2:10 a.m.