| ou2 {pomp} | R Documentation |
ou2 is a pomp object encoding a bivariate 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)
plot(ou2)
coef(ou2)
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,
x1.0=50,x2.0=-50
)
x <- simulate(ou2,nsim=10,seed=20348585,params=p)
plot(x[[1]])
pfilter(ou2,params=p,Np=1000)$loglik