dynamichazard (version 0.6.0)

PF_control: Auxiliary for Controlling Particle Fitting

Description

Auxiliary for additional settings with PF_EM.

Usage

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",
  Q_tilde = NULL, est_a_0 = TRUE)

Arguments

N_fw_n_bw

number of particles to use in forward and backward filter.

N_smooth

number of particles to use in particle smoother.

N_first

number of particles to use at time \(0\) and time \(d + 1\).

eps

convergence threshold in EM method.

forward_backward_ESS_threshold

required effective sample size to not re-sample in the particle filters.

method

method for forward, backward and smoothing filter.

n_max

maximum number of iterations of the EM algorithm.

n_threads

maximum number threads to use in the computations.

smoother

smoother to use.

Q_tilde

covariance matrix of additional error term to add to the proposal distributions. NULL implies no additional error term.

est_a_0

FALSE if the starting value of the state model should be fixed. Does not apply for type = "VAR".

Value

A list with components named as the arguments.

See Also

PF_EM