sfilter: fit the state-space model to prefilter-ed data
Description
generates initial values for model parameters and unobserved states;
structures data and initial values for C++ TMB template;
fits state-space model; minimises the joint log-likelihood via the selected
optimizer (nlminb or optim); structures and passes output
object to fit_ssm
the regular time interval, in hours, to predict to.
Alternatively, a vector of prediction times, possibly not regular, must be
specified as a data.frame with id and POSIXt dates.
parameters
a list of initial values for all model parameters and
unobserved states, default is to let sfilter specify these. Only play with
this if you know what you are doing...
map
a named list of parameters as factors that are to be fixed during estimation, e.g., list(psi = factor(NA))
fit.to.subset
fit the SSM to the data subset determined by prefilter
(default is TRUE)
optim
numerical optimizer to be used ("nlminb" or "optim")
verbose
report progress during minimization
control
list of control parameters for the outer optimization (type ?nlminb or ?optim for details)
inner.control
list of control settings for the inner optimization
(see ?TMB::MakeADFUN for additional details)
lpsi
lower bound for the psi parameter
Details
called by fit_ssm. sfilter can only fit to an
individual track, use fit_ssm to fit to multiple tracks (see ?fit_ssm).