pomp (version 0.30-1)

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. The trajectory method is used for this, which in turn uses the skeleton slot of the pomp object.

See Also

optim, trajectory, pomp, pomp-class

Examples

data(ou2)
  true.p <- c(
	      alpha.1=0.9,alpha.2=0,alpha.3=-0.4,alpha.4=0.99,
	      sigma.1=2,sigma.2=0.1,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
  res <- traj.match(
		    simdata,
		    start=guess.p,
		    est=c('alpha.1','alpha.3','alpha.4','x1.0','x2.0','tau'),
		    maxit=2000,
		    method="Nelder-Mead",
		    reltol=1e-8
		    )