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.demo(northernFurSealDemo)
for example.