Estimates a model given a specification object using maximum likelihood.
# S3 method for tsissm.spec
estimate(
object,
control = issm_control(algorithm = "SLSQP", trace = 0),
scores = TRUE,
debug_mode = FALSE,
...
)# S3 method for tsissm.autospec
estimate(object, control = NULL, trace = FALSE, ...)
An object of class “tsissm.estimate” or “tsissm.selection”. In the case of automatic model selection an object of class “tsissm.estimate”
will be returned based on AIC (minimum) if “top_n” is 1, else an object of class “tsissm.selection” with a list of length “top_n”. This object can then be used for filtering, prediction and simulation and then ensembled (based on user specified weights).
an object of class “tsissm.spec” or “tsissm.autospec”.
solver control parameters passed to the nloptr function.
whether to calculate the analytic scores (Jacobian) of the likelihood. This is not available for the “tsissm.autospec” object.
for development testing, will include the TMB object.
not used.
whether to show a progress bar for the automatic selection object and also output verbose messages.
The maximum likelihood estimation for this model is described in the vignette.