Return the covariance matrix of the observed variables, given values of the latent states and the parameters.
# S4 method for pomp
vmeasure(object, x, times, params, ...)
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.
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.
a numeric vector (length ntimes
) containing times.
These must be in non-decreasing order.
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.
vmeasure
returns a rank-4 array of dimensions
nobs
x nobs
x nrep
x ntimes
,
where nobs
is the number of observed variables.
If v
is the returned array, v[,,j,k]
contains the
covariance matrix at time times[k]
given the state x[,j,k]
.
Specification of the measurement-model covariance matrix: vmeasure specification
More on pomp workhorse functions:
dmeasure()
,
dprior()
,
dprocess()
,
emeasure()
,
flow()
,
partrans()
,
pomp-package
,
rinit()
,
rmeasure()
,
rprior()
,
rprocess()
,
skeleton()
,
workhorses