dzim.control function

Auxiliary for Controlling DZIM Fitting

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

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