fitStateMRH {smam} | R Documentation |
Estimation of states at each time point with Moving-Resting-Handling Process
Description
Estimate the state at each time point under the Moving-Resting-Handling
process with Embedded Brownian Motion with animal movement data at
discretely time points. See the difference between fitStateMRH
and fitViterbiMRH
in detail part. Using fitPartialViterbiMRH
to estimate the state during a small piece of time interval.
Usage
fitStateMRH(data, theta, integrControl = integr.control())
fitViterbiMRH(data, theta, integrControl = integr.control())
fitPartialViterbiMRH(
data,
theta,
startpoint,
pathlength,
integrControl = integr.control()
)
Arguments
data |
a |
theta |
the parameters for Moving-Resting-Handling model, in the order of rate of moving, rate of resting, rate of handling, volatility and switching probability. |
integrControl |
Integration control vector includes rel.tol, abs.tol, and subdivisions. |
startpoint |
Start time point of interested time interval. |
pathlength |
the length of interested time interval. |
Details
fitStateMRH
estimates the most likely state by maximizing
the probability of Pr(S(t = t_k) = s_k | X)
, where X is the whole
data and s_k
is the possible sates at t_k
(moving, resting
or handling).
fitViterbiMRH
estimates the most likely state path by maximizing
Pr(S(t = t_0) = s_0, S(t = t_1) = s_1, ..., S(t = t_n) = s_n | X)
, where
X is the whole data and s_0, s_1, ..., s_n
is the possible
state path.
fitPartialViterbiMRH
estimates the most likely state path of
a small peice of time interval, by maximizing the probability of
Pr(S(t = t_k) = s_k, ..., S(t = t_{k+q-1}) = s_{k+q-1} | X)
,
where k
is the start time point and q
is the length of interested
time interval.
Value
A data.frame
contains estimated results, with elements:
original data be estimated.
conditional probability of moving, resting, handling (
p.m
,p.r
,p.h
), which isPr(S(t = t_k) = s_k | X)
forfitStateMRH
;log-Pr(s_0, ..., s_k | X_k)
forfitViterbiMRH
, whereX_k
is(X_0, ..., X_k)
; andlog-Pr(s_k, ..., s_{k+q-1}|X)
forfitPartialViterbiMRH
.estimated states with 0-moving, 1-resting, 2-handling.
Author(s)
Chaoran Hu
References
Pozdnyakov, V., Elbroch, L.M., Hu, C., Meyer, T., and Yan, J. (2018+) On estimation for Brownian motion governed by telegraph process with multiple off states. <arXiv:1806.00849>
See Also
rMRH
for simulation.
fitMRH
for estimation of parameters.
Examples
## Not run:
## time consuming example
set.seed(06269)
tgrid <- seq(0, 400, by = 8)
dat <- rMRH(tgrid, 4, 0.5, 0.1, 5, 0.8, 'm')
fitStateMRH(dat, c(4, 0.5, 0.1, 5, 0.8))
fitViterbiMRH(dat, c(4, 0.5, 0.1, 5, 0.8))
fitPartialViterbiMRH(dat, c(4, 0.5, 0.1, 5, 0.8), 20, 10)
## End(Not run)