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pomp (version 3.3)

dmeasure: dmeasure

Description

dmeasure evaluates the probability density of observations given states.

Usage

# S4 method for pomp
dmeasure(object, y, x, times, params, ..., log = FALSE)

Arguments

object

an object of class ‘pomp’, or of a class that extends ‘pomp’. This will typically be the output of pomp, simulate, or one of the pomp inference algorithms.

y

a matrix containing observations. The dimensions of y are nobs x ntimes, where nobs is the number of observables and ntimes is the length of times.

x

an array containing states of the unobserved process. The dimensions of x are nvars x nrep x ntimes, where nvars is the number of state variables, nrep is the number of replicates, and ntimes is the length of times. One can also pass x as a named numeric vector, which is equivalent to the nrep=1, ntimes=1 case.

times

a numeric vector (length ntimes) containing times. These must be in non-decreasing order.

params

a npar x nrep matrix of parameters. Each column is treated as an independent parameter set, in correspondence with the corresponding column of x.

…

additional arguments are ignored.

log

if TRUE, log probabilities are returned.

Value

dmeasure returns a matrix of dimensions nreps x ntimes. If d is the returned matrix, d[j,k] is the likelihood (or log likelihood if log = TRUE) of the observation y[,k] at time times[k] given the state x[,j,k].

See Also

Specification of the measurement density evaluator: dmeasure_spec

More on pomp workhorse functions: dprior(), dprocess(), flow(), partrans(), rinit(), rmeasure(), rprior(), rprocess(), skeleton(), workhorses