calc.logpdf

This function calculated log priors, log pdf of Ornstein-Uhlenbeck time dependent parameters, and
log posterior from an object of type <code>timedeppar</code> produced by the function <code>infer.timedeppar</code>.

Infer constant and stochastic, time-dependent parameters to consider intrinsic stochasticity of a dynamic model and/or to analyze model structure modifications that could reduce model deficits.
The concept is based on inferring time-dependent parameters as stochastic processes in the form of Ornstein-Uhlenbeck processes jointly with inferring constant model parameters and parameters of the Ornstein-Uhlenbeck processes.
The package also contains functions to sample from and calculate densities of Ornstein-Uhlenbeck processes.
References:
Tomassini, L., Reichert, P., Kuensch, H.-R. Buser, C., Knutti, R. and Borsuk, M.E. (2009), A smoothing algorithm for estimating stochastic, continuous-time model parameters and its application to a simple climate model, Journal of the Royal Statistical Society: Series C (Applied Statistics) 58, 679-704, <doi:10.1111/j.1467-9876.2009.00678.x>
Reichert, P., and Mieleitner, J. (2009), Analyzing input and structural uncertainty of nonlinear dynamic models with stochastic, time-dependent parameters. Water Resources Research, 45, W10402, <doi:10.1029/2009WR007814>
Reichert, P., Ammann, L. and Fenicia, F. (2021), Potential and challenges of investigating intrinsic uncertainty of hydrological models with time-dependent, stochastic parameters. Water Resources Research 57(8), e2020WR028311, <doi:10.1029/2020WR028311>
Reichert, P. (2022), timedeppar: An R package for inferring stochastic, time-dependent model parameters, in preparation.

Peter Reichert

timedeppar

Infer Constant and Stochastic, Time-Dependent Model Parameters

calc.logpdf function

<dl><dt>x</dt>
<dd>results from the function <code>infer.timedeppar</code> of class <code>timedeppar</code>.</dd>
<dt>param</dt>
<dd>list of parameter lists and vectors extracted from an object of class
<code>timedeppar</code> using the function <code>get.param</code>.</dd>
<dt>verbose</dt>
<dd>boolean indicator for writing the results to the console
(default is not to do it).</dd></dl>

Arguments

Calculate log pdf values (prior, internal, posterior) from an object of type timedeppar — calc.logpdf

<dl>

<dt>x</dt>
<dd>results from the function <code>infer.timedeppar</code> of class <code>timedeppar</code>.</dd>


<dt>param</dt>
<dd>list of parameter lists and vectors extracted from an object of class
<code>timedeppar</code> using the function <code>get.param</code>.</dd>


<dt>verbose</dt>
<dd>boolean indicator for writing the results to the console
(default is not to do it).</dd>

</dl>

calc.logpdf: Calculate log pdf values (prior, internal, posterior) from an object of type `timedeppar`

Description

Usage

Value

Arguments