library(ctsmTMB)
model <- ctsmTMB$new()
# print empty model
print(model)
# add elements to model and see new print
model$addSystem(dx ~ theta * (mu+u-x) * dt + sigma_x*dw)
model$addObs(y ~ x)
model$setVariance(y ~ sigma_y^2)
model$addInput(u)
model$setParameter(
theta = c(initial = 1, lower=1e-5, upper=50),
mu = c(initial=1.5, lower=0, upper=5),
sigma_x = c(initial=1, lower=1e-10, upper=30),
sigma_y = 1e-2
)
print(model)
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