make.lik {CollocInfer} R Documentation

## Observation Process Distribution Function

### Description

Returns a list of functions that calculate the observation process distribution and its derivatives; designed to be used with the collocation inference functions.

### Usage

```make.SSElik()

make.multinorm()
```

### Details

These functions require `more` to be a list with elements:

• `fn` The transform function of the states to observations, or to their derivatives.

• `dfdx` The derivative of `fn` with respect to states.

• `dfdp` The derivative of `fn` with respect to parameters.

• `d2fdx2` The second derivative of `fn` with respect to states.

• `d2fdxdp` The cross derivative of `fn` with respect to states and parameters.

`make.Multinorm` further requires:

• `var.fn` The variance given in terms of states and parameters.

• `var.dfdx` The derivative of `var.fn` with respect to states.

• `var.dfdp` The derivative of `var.fn` with respect to parameters.

• `var.d2fdx2` The second derivative of `var.fn` with respect to states.

• `var.d2fdxdp` The cross derivative of `var.fn` with respect to states and parameters.

`make.SSElik` further requres `weights` giving weights to each observation.

### Value

A list of functions that calculate the log observation distribution and its derivatives.

 `make.SSElik` calculates weighted squared error between predictions (given by `fn` in `more`) and observations `make.Multinorm` calculates a multivariate normal distribution.

`LS.setup`, `multinorm.setup`

### Examples

```
# Straightforward sum of squares:

lik = make.SSElik()
lik\$more = make.id()

# Multivariate normal about an exponentiated state with constant variance

lik = make.multinorm()
lik\$more = c(make.exp(),make.cvar())

```

[Package CollocInfer version 1.0.4 Index]