Description Usage Arguments Details Value Author(s) See Also Examples
Estimates a p2 model using parameter dependent Laplace Importance Sampling.
1 2 3 |
objfit |
An object produced by a call to |
M |
number of importance sampling simulations. Default is |
ncores |
Number of cores to employ. |
init |
Starting point for the model parameter value. If it is
|
init.hess |
Should the hessian matrix from |
seed |
Random seed for the importance sampler. |
trace, hessian, grtol, xtol |
Arguments for the |
The function can be called only after fitting a model by fit_p2
, so that
all the model settings are inherited from those employed in the call tofit_p2
.
The function can take advantage of multiple cores for parallel evaluation of the
samples simulated by the importance sampler. The optimiser used is ucminf
, which
can exploit the estimated Hessian from fit_p2
in a Quasi-Newton optimisation.
The returned value is an object of class
"p2"
, a list containing the same components listed for fit_p2
.
Ruggero Bellio
1 2 3 4 5 | ## Not run:
mod <- fit_p2(Y, Xn, Xn, XvD, XvC)
nc <- parallel::detectCores()
modIS <- fit_p2_IS(mod, ncores=nc)
## End(Not run)
|
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