likelihood0 {pttstability}R Documentation

Default likelihood function

Description

Calculates likelihood of vector y given parameter values in param, based on the particleFilterLL function.

Usage

likelihood0(
  param,
  y = y,
  parseparam = parseparam0,
  N = 1000,
  detfun = detfun0,
  edmdat = NULL,
  obsfun = obsfun0,
  procfun = procfun0,
  neff = FALSE,
  lowerbound = (-999)
)

Arguments

param

An unformatted vector of parameters, to be passed to parseparam function.

y

A numeric vector of observed values, from which the likelihood of parameters and functions will be determined.

parseparam

A function for transforming the vector param into a form that can be read by particleFilterLL. See particleFilterLL for details.

N

Number of particles to simulate. Defaults to 1e3.

detfun

A function that simulates deterministic dynamics, which takes in arguments sdet (parameters for deterministic model, taken from pars$proc), and xt, observed abundances at time t. Returns estimated abundances at time t+1 based on deterministic function (either a parametric function or an EDM function). Defaults to detfun0.

edmdat

A list including arguments to be passed to S_map_Sugihara1994 - see S_map_Sugihara1994 help file for details. Alternatively, the user can provide a matrix of pre-computed S-map coefficients, in element "smp_cf". Default for edmdat is NULL, which implies that EDM will not be applied - instead, a detfun and pars$det must be included.

obsfun

The observation error function to be used: defaults to obsfun0

procfun

The process noise function to be used: defaults to procfun0

neff

Should effective sample size be used to scale likelihood? Defaults to FALSE. TRUE uses automatic sample size, based on correlations in y. Otherwise, can be any positive number.

lowerbound

Lower bound for log likelihood. Filter will be re-run if the value falls below this threshold. NOTE - this option may induce a bias in the resulting likelihood (and subsequent parameter) estimates. Should only be set if the lower limit is indicative of filter failure (e.g. if all particles) are degenerate. Defaults to (-Inf) - i.e. no lower limit.

Value

Log likelihood generated by particleFilterLL function


[Package pttstability version 1.4 Index]