Usage
llCalibration(theta, Ft, yt, Zt, Rt, k = ncol(Ft), tau = 2, initScale = 1/(1 - diag(Ft)^2), nugget = sqrt(.Machine$double.eps))
Arguments
theta
numeric vector (length k+1) of parameters.
theta[-1] = log(lambda), and theta[1] = log(phi)
Ft
evolution matrix (k x k) for OD flows; include
fixed
yt
matrix (k x n) of observed link loads, one
observation per column
Zt
observation matrix for system; should be
routing matrix A
Rt
covariance matrix for observation equation;
typically small and fixed
k
integer number of OD flows to infer
tau
numeric power parameter for mean-variance
relationship
initScale
numeric inflation factor for time-zero
state covariance; defaults to steady-state variance
setting
nugget
small positive value to add to diagonal of
state evolution covariance matrix to ensure numerical
stability