## pseudo-residuals for the trex data
step = trex$step[1:200]
nll = function(par){
getAll(par)
Gamma = tpm(logitGamma)
delta = stationary(Gamma)
mu = exp(logMu); REPORT(mu)
sigma = exp(logSigma); REPORT(sigma)
allprobs = matrix(1, length(step), 2)
ind = which(!is.na(step))
for(j in 1:2) allprobs[ind,j] = dgamma2(step[ind], mu[j], sigma[j])
-forward(delta, Gamma, allprobs)
}
par = list(logitGamma = c(-2,-2),
logMu = log(c(0.3, 2.5)),
logSigma = log(c(0.3, 0.5)))
obj = MakeADFun(nll, par)
opt = nlminb(obj$par, obj$fn, obj$gr)
mod = obj$report()
pres = pseudo_res(step, "gamma2", list(mean = mod$mu, sd = mod$sigma),
mod = mod)
plot(pres)
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