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gpDDE (version 0.8.2)

inneropt.DDE: Inner optimization for estmating coefficients given parameters.

Description

Estmates spline coefficients given parameters for DDE models.

Usage

inneropt.DDE(data, times, pars, beta, coefs, lik, proc, in.meth = "nlminb", control.in = list(), basisvals, fdobj0)

Arguments

data
Matrix of observed data values.
times
Vector observation times for the data.
pars
Initial values of parameters to be estimated processes.
beta
Initial values of the contribution of lags for the delay.
coefs
Vector giving the current estimate of the coefficients in the spline.
lik
lik object defining the observation process.
proc
proc object defining the state process.
in.meth
Inner optimization function currently one of 'nlminb', 'optim', or 'trustOptim'.
control.in
Control object for inner optimization function.
basisvals
Values of the collocation basis to be used. This should be a basis object from the fda package.
fdobj0
A functional data object fitted with the history part of the data.

Value

A list with elements
coefs
A matrix giving he optimized coefficients.
res
The results of the inner optimization function.

Details

This minimizes the objective function for DDE models defined by the addition of the lik and proc objectives with respect to the coefficients. A number of generic optimization routines can be used and some experimentation is recommended.