| ou2 {pomp} | R Documentation |
ou2 is a pomp object encoding a 2-D Ornstein-Uhlenbeck
process.
data(ou2)
The OU process is fully but noisily observed. The functions
rprocess, dprocess, rmeasure, and dmeasure
are implemented using compiled C code for computational speed: see the
source code for details. The use of this object is demonstrated in
the vignette.
pomp-class and the vignettes.
data(ou2)
slotNames(ou2)
x0 <- c(x1.0=50,x2.0=-50)
p <- c(
alpha.1=0.9,alpha.2=0,alpha.3=0,alpha.4=0.99,
sigma.1=1,sigma.2=0,sigma.3=2,
tau=1
)
ou2 <- simulate(ou2,nsim=10,seed=20348585,xstart=x0,params=p)[[1]]
plot(ou2)
X <- matrix(x0,2,1000)
rownames(X) <- names(x0)
pfilter(ou2,xstart=X,params=p)$loglik