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gpDDE (version 0.8.2)

IntegrateForward.DDE: Intergrate Forward a DDE Model

Description

Solves a delay differential equation going forward based on a proc object.

Usage

IntegrateForward.DDE(times.forecast, pars, beta, proc, more, tau, ndelay, fdobj0, fdobj.d)

Arguments

times.forecast
A time series at which the state of the process is predicted
pars
Estimated parameters.
beta
Estimated contributions of lags of delay.
proc
The proc object returned from estimation functions.
more
An object specifying additional arguments to fn.
tau
A list of delay lags.
ndelay
A vector inidicating which state process has a delay term.
fdobj0
A functional data object fitted with the initial history part of the data.
fdobj.d
A functional data object fitted by generalized profiling.

Value

A list of objects
times
The time points at where the predictions are made.
states
The predicted states of the process.