nlf
calls an optimizer to maximize the nonlinear forecasting (NLF) goodness of fit.
The latter is computed by simulating data from a model, fitting a nonlinear autoregressive model to the simulated time series, and quantifying the ability of the resulting fitted model to predict the data time series.
NLF is an indirect inference method using a quasi-likelihood as the objective function.
"nlf"(object, start, est, lags, period = NA, tensor = FALSE, nconverge=1000, nasymp=1000, seed = 1066, transform.data, nrbf = 4, method = c("subplex", "Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN", "Brent"), skip.se = FALSE, verbose = getOption("verbose"), bootsamp = NULL, lql.frac = 0.1, se.par.frac = 0.1, eval.only = FALSE, transform = FALSE, ...)
"nlf"(object, start, est, lags, period, tensor, nconverge, nasymp, seed, transform.data, nrbf, method, lql.frac, se.par.frac, transform, ...)
pomp
object, with the data and model to fit to it.
period=NA
means the model is nonseasonal.
period>0 is the period of seasonal forcing in 'real time'.
seed
to an integer.
If you want a truly random simulation, set seed=NULL
.
TRUE
, parameters are optimized on the transformed scale.
transform.data
is the identity function, i.e., no transformation is performed.
The main purpose of transform.data
is to achieve approximately multivariate normal forecasting errors.
If data are univariate, transform.data
should take a scalar and return a scalar.
If data are multivariate, transform.data
should assume a vector input and return a vector of the same length.
TRUE
, skip the computation of standard errors.
TRUE
, the negative log quasilikelihood and parameter values are printed at each iteration of the optimizer.
TRUE
, no optimization is attempted and the quasi-loglikelihood value is evaluated at the start
parameters.
optim
or subplex
in the control
list.
nlfd.pomp
.
logLik
applied to such an object returns the log quasi likelihood.
The $
method allows extraction of arbitrary slots from the nlfd.pomp
object.
nlf.objfun
.
Ellner, S. P., Bailey, B. A., Bobashev, G. V., Gallant, A. R., Grenfell, B. T. and Nychka D. W. (1998) Noise and nonlinearity in measles epidemics: combining mechanistic and statistical approaches to population modeling. American Naturalist 151, 425--440.
Kendall, B. E., Briggs, C. J., Murdoch, W. W., Turchin, P., Ellner, S. P., McCauley, E., Nisbet, R. M. and Wood S. N. (1999) Why do populations cycle? A synthesis of statistical and mechanistic modeling approaches. Ecology 80, 1789--1805.
Kendall, B. E., Ellner, S. P., McCauley, E., Wood, S. N., Briggs, C. J., Murdoch, W. W. and Turchin, P. (2005) Population cycles in the pine looper moth (Bupalus piniarius): dynamical tests of mechanistic hypotheses. Ecological Monographs 75, 259--276.