Description Usage Arguments Author(s) References See Also
The MIF2 algorithm for estimating the parameters of a partially-observed Markov process.
1 2 3 4 5 6 7 8 9 10 11 | ## S4 method for signature 'pomp'
mif2(object, Nmif = 1, start, Np, perturb.fn,
tol = 1e-17, max.fail = Inf, verbose = getOption("verbose"),
transform = FALSE, ...)
## S4 method for signature 'pfilterd.pomp'
mif2(object, Nmif = 1, Np, tol, ...)
## S4 method for signature 'mif2d.pomp'
mif2(object, Nmif, start, Np, perturb.fn,
tol, transform, ...)
## S4 method for signature 'mif2d.pomp'
continue(object, Nmif = 1, ...)
|
object |
An object of class |
Nmif |
The number of MIF iterations to perform. |
start |
named numerical vector; the starting guess of the parameters. |
Np |
the number of particles to use in filtering.
This may be specified as a single positive integer, in which case the same number of particles will be used at each timestep.
Alternatively, if one wishes the number of particles to vary across timestep, one may specify |
perturb.fn |
|
tol |
See the description under |
max.fail |
See the description under |
verbose |
logical; if TRUE, print progress reports. |
transform |
logical;
if |
... |
additional arguments that override the defaults. |
Aaron A. King kingaa at umich dot edu
E. L. Ionides, A. Bhadra, Y. Atchad\'e, & A. A. King, Iterated filtering, Annals of Statistics, 39:1776–1802, 2011.
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