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 )