basic.probes: Some probes for partially-observed Markov processes

Description

Several simple and configurable probes are provided in the package. These can be used directly and as examples for building custom probes.

Usage

probe.mean(var, trim = 0, transform = identity, na.rm = TRUE)
probe.median(var, na.rm = TRUE)
probe.var(var, transform = identity, na.rm = TRUE)
probe.sd(var, transform = identity, na.rm = TRUE)
probe.marginal(var, ref, order = 3, diff = 1, transform = identity)
probe.nlar(var, lags, powers, transform = identity)
probe.acf(var, lag.max, type = c("covariance", "correlation"),
          transform = identity)
probe.ccf(vars, lags, transform = identity)
probe.period(var, kernel.width, transform = identity)
probe.quantile(var, prob, transform = identity)

Arguments

var, vars

character; the name(s) of the observed variable(s).

trim

the fraction of observations to be trimmed (see mean).

transform

transformation to be applied to the data before the probe is computed.

na.rm

if TRUE, remove all NA observations prior to computing the probe.

kernel.width

width of modified Daniell smoothing kernel to be used in power-spectrum computation: see kernel.

prob

a single probability; the quantile to compute: see quantile.

lag.max

The maximum lag at which the ACF is computed.

lags

In probe.ccf, a vector of lags between time series. Positive lags correspond to x advanced relative to y; negative lags, to the reverse.

In probe.nlar, a vector of lags present in the nonlin

powers

the powers of each term (corresponding to lags) in the the nonlinear autoregressive model that will be fit to the actual and simulated data. See Details, below, for a precise description.

type

Compute autocorrelation or autocovariance?

ref

empirical reference distribution. Simulated data will be regressed against the values of ref, sorted and, optionally, differenced. The resulting regression coefficients capture information about the shape of the marginal distribution.

order

order of polynomial regression.

diff

order of differencing to perform.

...

Additional arguments to be passed through to the probe computation.

Value

A call to any one of these functions returns a probe function, suitable for use in probe or probe.match. That is, the function returned by each of these takes a data array (such as comes from a call to data.array) as input and returns a single numerical value.

Details

Each of these functions is relatively simple. See the source code for a complete understanding of what each does. [object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

References

B. E. Kendall, C. J. Briggs, W. M. Murdoch, P. Turchin, S. P. Ellner, E. McCauley, R. M. Nisbet, S. N. Wood Why do populations cycle? A synthesis of statistical and mechanistic modeling approaches, Ecology, 80:1789--1805, 1999.

S. N. Wood Statistical inference for noisy nonlinear ecological dynamic systems, Nature, 466: 1102--1104, 2010.