NGSSEML (version 1.0)

gridfunction: A grid of points for obtaining the static parameters of the non-Gaussian state space models with exact marginal likelihood

Description

The function builds a grid of the points for the static parameters of the model.

Usage

gridfunction(npoints,linf,lsup)

Arguments

npoints

the number of points/parts that the specified interval of the static parameters is partitioned.

linf

the lower limit of the static parameters in the grid.

lsup

the upper limit of the static parameters in the grid.

Value

[[1]]

This function returns the grid of points for the static parameters of the model.

Details

Typical usages are

gridfunction(npoints,linf,lsup)

References

Gamerman, D., Santos, T. R., and Franco, G. C. (2013). A Non-Gaussian Family of State-Space Models with Exact Marginal Likelihood. Journal of Time Series Analysis, 34(6), 625-645.

Santos T. R., Gamerman, D., Franco, G. C. (2017). Reliability Analysis via Non-Gaussian State-Space Models. IEEE Transactions on Reliability, 66, 309-318.

See Also

ngssm.bayes

Examples

# NOT RUN {
library(NGSSEML)
n=5   # number of points
linf=c(0,3,-1)   # lower limit
lsup=c(1,6,-2)     # upper limit
out=gridfunction(n,linf,lsup) # Calling the function

# }