dzim.control {ZIM}

Auxiliary for Controlling DZIM Fitting

Description

Auxiliary function for dzim fitting. Typically only used internally by dzim.fit, but may be used to construct a control argument for either function.

Usage

dzim.control(dist = c("poisson", "nb", "zip", "zinb"), trace = FALSE,
  start = NULL, order = 1, mu0 = rep(0, order), Sigma0 = diag(1,
  order), N = 1000, R = 1000, niter = 500)

Arguments

dist

count model family

trace

logical; if TRUE, display iteration history.

start

initial parameter values.

order

autoregressive order.

mu0

mean vector for initial state.

Sigma0

covariance matrix for initial state.

N

number of particiles in particle filtering.

R

number of replications in particle smoothing.

niter

number of iterations.

Note

The default values of N, R, and niter are chosen based on our experience. In some cases, N = 500, R = 500, and niter = 200 might be sufficient. The dzim.plot function should always be used for convergence diagnostics.

See Also

dzim, dzim.fit, dzim.filter, dzim.smooth, dzim.sim, dzim.plot