| traj.match {pomp} | R Documentation |
Match trajectories.
traj.match(object, start, est, method = "Nelder-Mead", gr = NULL, ...)
object |
A pomp object. |
start |
Initial guess for parameters. |
est |
Character vector containing the names of parameters to be estimated. |
method |
One of the optimization methods recognized by optim.
|
gr |
Passed to optim.
|
... |
Arguments that will be passed to optim in the control list.
|
Trajectory matching is accomplished using optim.
It is assumed that the process model is deterministic.
data(ou2)
true.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
)
simdata <- simulate(ou2,nsim=1,params=true.p,seed=43553)
guess.p <- true.p
guess.p[grep('sigma',names(guess.p))] <- 0 ## make the process model deterministic
res <- traj.match(
simdata,
start=guess.p,
est=c('alpha.1','alpha.4','x1.0','x2.0','tau'),
maxit=2000,
reltol=1e-8
)