pomp (version 0.43-4)

nlf: Fit Model to Data Using Nonlinear Forecasting (NLF)

Description

Calls an optimizer to maximize the nonlinear forecasting (NLF) goodness of fit, by simulating data from a model, fitting a nonlinear autoregressive model to the simulated time series (which may be multivariate) and using the fitted model to predict some or all variables in the data time series. NLF is an indirect inference method using a quasi-likelihood as the objective function.

Usage

nlf(object, start, est, lags, period = NA, tensor = FALSE,
     nconverge=1000, nasymp=1000, seed = 1066,
     transform = identity,
     nrbf = 4, method = "subplex", skip.se = FALSE,
     verbose = FALSE, gr = NULL,
     bootstrap=FALSE, bootsamp = NULL,
     lql.frac = 0.1, se.par.frac = 0.1, eval.only = FALSE,
     transform.params = FALSE, ...)

Value

• A list corresponding to the output from the optimizer, except that the full parameter vector is returned (not just the ones fitted), the log quasilikelihood (LQL) (not -LQL) is reported, xstart is included, and asymptotic Wald standard errors based on M-estimator theory are returned for each fitted parameter.

Details

This is functionally a wrapper for nlf.objfun, which does the statistical heavy lifting and should be consulted for details.

References

The following papers describe and motivate the NLF approach to model fitting:

Ellner, S. P., Bailey, B. A., Bobashev, G. V., Gallant, A. R., Grenfell, B. T. and Nychka D. W. (1998) Noise and nonlinearity in measles epidemics: combining mechanistic and statistical approaches to population modeling. American Naturalist 151, 425--440.

Kendall, B. E., Briggs, C. J., Murdoch, W. W., Turchin, P., Ellner, S. P., McCauley, E., Nisbet, R. M. and Wood S. N. (1999) Why do populations cycle? A synthesis of statistical and mechanistic modeling approaches. Ecology 80, 1789--1805. Available online at http://www2.bren.ucsb.edu/~kendall/pubs/1999Ecology.pdf

Kendall, B. E., Ellner, S. P., McCauley, E., Wood, S. N., Briggs, C. J., Murdoch, W. W. and Turchin, P. (2005) Population cycles in the pine looper moth (Bupalus piniarius): dynamical tests of mechanistic hypotheses. Ecological Monographs 75, 259--276. Available online at http://repositories.cdlib.org/postprints/818/