pomp (version 0.21-3)

mif-class: The "mif" class

Description

The MIF algorithm: maximum likelihood via iterated filtering. The mif class holds a fitted model.

Objects from the Class

Objects can be created by calls to the mif method on an pomp object. Such a call uses the MIF algorithm to fit the model parameters.

Extends

Class pomp, directly. See pomp-class.

Methods

See mif, mif-methods, particles-mif, pfilter-mif.

References

E. L. Ionides, C. Bret{'o}, & A. A. King, Inference for nonlinear dynamical systems, Proc. Natl. Acad. Sci. U.S.A., 103:18438--18443, 2006.

See Also

mif, mif-methods, pomp, pomp-class