create.grid: Create a Matrix of Initial Values for `algo.hhh.grid`

Description

(An auxiliary function for the deprecated HHH estimation routine algo.hhh.grid; use hhh4 instead.) For a given model and a list of parameters specified as param = c(lower,upper,length), create.grid creates a grid of initial values for algo.hhh.grid. The resulting matrix contains all combinations of the supplied parameters which each are a sequence of length length from lower to upper. Note that the autoregressive parameters $\lambda, \phi$ and the overdispersion parameter $\psi$ must be positive. Only one sequence of initial values is considered for the autregressive, endemic and overdispersion parameters to create the grid, e.g. initial values are the same for each one of the seasonal and trend parameters.

Usage

create.grid(disProgObj, control, params = list(epidemic = c(0.1, 0.9, 5),
   endemic=c(-0.5,0.5,3), negbin = c(0.3, 12, 10)))

Arguments

disProgObj

object of class disProg

control

specified model

params

list of parameters: param=c(lower,upper,length)

epidemicautoregressive parameters$\lambda$and$\phi$.
endemictrend and seasonal parameters$\beta, \gamma_j$.
negbinoverdispersion

Value

matrixmatrix with gridSize starting values as rows

encoding

latin1

Examples

Run this code

# simulate data
set.seed(123)
disProgObj <- simHHH(control = list(coefs = list(alpha =-0.5, gamma = 0.4,
                     delta = 0.6)),length=300)$data

# consider the model specified in a control object for algo.hhh.grid
cntrl1 <- list(lambda=TRUE, neighbours=TRUE, 
               linear=TRUE, nseason=1)
cntrl2 <- list(lambda=TRUE, negbin="single")

# create a grid of initial values for respective parameters
grid1 <- create.grid(disProgObj, cntrl1, 
                     params = list(epidemic=c(0.1,0.9,3), 
                                   endemic=c(-1,1,3)))
grid2 <- create.grid(disProgObj, cntrl2, 
                     params = list(epidemic=c(0.1,0.9,5), 
                                   negbin=c(0.3,12,10)))