Auxiliary for additional settings with PF_EM
.
PF_control(N_fw_n_bw = NULL, N_smooth = NULL, N_first = NULL,
eps = 0.01, forward_backward_ESS_threshold = NULL,
method = "AUX_normal_approx_w_cloud_mean", n_max = 25,
n_threads = getOption("ddhazard_max_threads"), smoother = "Fearnhead_O_N")
number of particles to use in forward and backward filter.
number of particles to use in particle smoother.
number of particles to use at time \(0\) and time \(d + 1\).
convergence threshold in EM method.
required effective sample size to not re-sample in the particle filters.
method for forward, backward and smoothing filter.
maximum number of iterations of the EM algorithm.
maximum number threads to use in the computations.
smoother to use.
A list with components named as the arguments.