Auxiliary for additional settings with PF_EM
.
PF_control(N_fw_n_bw = NULL, N_smooth = NULL, N_first = NULL,
eps = 0.01, forward_backward_ESS_threshold = NULL,
method = "AUX_normal_approx_w_cloud_mean", n_max = 25,
n_threads = getOption("ddhazard_max_threads"), smoother = "Fearnhead_O_N",
Q_tilde = NULL, est_a_0 = TRUE)
number of particles to use in forward and backward filter.
number of particles to use in particle smoother.
number of particles to use at time \(0\) and time \(d + 1\).
convergence threshold in EM method.
required effective sample size to not re-sample in the particle filters.
method for forward, backward and smoothing filter.
maximum number of iterations of the EM algorithm.
maximum number threads to use in the computations.
smoother to use.
covariance matrix of additional error term to add to the
proposal distributions. NULL
implies no additional error term.
FALSE
if the starting value of the state model should
be fixed. Does not apply for type = "VAR"
.
A list with components named as the arguments.