crwSimulator
function uses a fitted model
object from crwMLE
and a set of prediction times
to construct a list from which crwPostIS
will draw a sample from either the posterior distribution
of the state vectors conditional on fitted parameters or
a full posterior draw from an importance sample of the
parameters.crwSimulator(object.crwFit, predTime = NULL, method =
"IS", parIS = 1000, df = Inf, grid.eps = 1, crit = 2.5,
scale = 1)
crwMLE
.method="quadrature"
crwMLE
. The method
argument can be
one of "IS"
or "quadrature"
. If method="IS"
is chosen standard importance sampling will be used to
calculate the appropriate weights via t proposal with df
degrees of freedom. If df=Inf (default) then a
multivariate normal distribution is used to approximate
the parameter posterior. If method="quadrature"
,
then a regular grid over the posterior is used to
calculate the weights. The argument grid.eps
controls the quadrature grid. The arguments are
approximately the upper and lower limit in terms of
standard deviations of the posterior. The default is
grid.eps
, in units of 1sd. If object.crwFit
was fitted with crwArgoFilter
, then the returned
list will also include p.out
, which is the
approximate probability that the observation is an
outlier.northernFurSeal
for example.