pomp (version 0.28-2)

traj.match: Trajectory matching

Description

Match trajectories.

Usage

traj.match(object, start, est, method = "Nelder-Mead", gr = NULL, ...)

Details

Trajectory matching is accomplished using optim. It is assumed that the process model is deterministic.

See Also

optim, pomp, pomp-class

Examples

data(ou2)
  true.p <- c(
	      alpha.1=0.9,alpha.2=0,alpha.3=0,alpha.4=0.99,
	      sigma.1=1,sigma.2=0,sigma.3=2,
	      tau=1,
              x1.0=50,x2.0=-50
	      )
  simdata <- simulate(ou2,nsim=1,params=true.p,seed=43553)
  guess.p <- true.p
  guess.p[grep('sigma',names(guess.p))] <- 0 ## make the process model deterministic
  res <- traj.match(
		    simdata,
		    start=guess.p,
		    est=c('alpha.1','alpha.4','x1.0','x2.0','tau'),
		    maxit=2000,
		    reltol=1e-8
		    )