inneropt {CollocInfer} R Documentation

## Inner Optimization Functions

### Description

Estmates coefficients given parameters.

### Usage

```inneropt(data,times,pars,coefs,lik,proc,in.meth='nlminb',control.in=list())
```

### Arguments

 `data` Matrix of observed data values. `times` Vector observation times for the data. `pars` Initial values of parameters to be estimated processes. `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', 'maxNR', 'optim', 'trust' or 'SplineEst'. The last calls `SplineEst.NewtRaph`. This is fast but has poor convergence. `control.in` Control object for inner optimization function.

### Details

This minimizes the objective function 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.

### Value

A list with elements

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

`outeropt`, `Smooth.LS`,`LS.setup`, `multinorm.setup`, `SplineCoefsErr`

### Examples

```## Not run:
# FitzHugh-Nagumo Equations

data(FhNdata)   # Some data

knots = seq(0,20,0.2)         # Create a basis
norder = 3
nbasis = length(knots) + norder - 2
range = c(0,20)

bbasis = create.bspline.basis(range=range(FhNtimes),nbasis=nbasis,
norder=norder,breaks=knots)

lambda = 10000               # Penalty value

DEfd = smooth.basis(FhNtimes,FhNdata,fdPar(bbasis,1,0.5))   # Smooth to estimate
# coefficients first
coefs = DEfd\$fd\$coefs
colnames(coefs) = FhNvarnames

profile.obj = LS.setup(pars=FhNpars,coefs=coefs,fn=make.fhn(),
basisvals=bbasis,lambda=lambda,times=FhNtimes)

lik = profile.obj\$lik
proc= profile.obj\$proc

res = inneropt(FhNdata,times=FhNtimes,FhNpars,coefs,lik,proc,in.meth='nlminb')

plot(fd(res\$coefs,bbasis))

## End(Not run)```

[Package CollocInfer version 1.0.4 Index]