Return the covariance matrix of the observed variables, given values of the latent states and the parameters.
methods
## S4 method for signature 'pomp'vmeasure( object,..., x = states(object), times = time(object), params = coef(object))
Arguments
object: an object of class pomp , or of a class that extends pomp . This will typically be the output of pomp, simulate, or one of the pomp inference algorithms.
...: additional arguments are ignored.
x: an array containing states of the unobserved process. The dimensions of x are nvars x nrep x ntimes, where nvars is the number of state variables, nrep is the number of replicates, and ntimes is the length of times. One can also pass x as a named numeric vector, which is equivalent to the nrep=1, ntimes=1 case.
times: a numeric vector (length ntimes) containing times. These must be in non-decreasing order.
params: a npar x nrep matrix of parameters. Each column is treated as an independent parameter set, in correspondence with the corresponding column of x.
Returns
vmeasure returns a rank-4 array of dimensions nobs x nobs x nrep x ntimes, where nobs is the number of observed variables. If v is the returned array, v[,,j,k] contains the covariance matrix at time times[k] given the state x[,j,k].
See Also
Specification of the measurement-model covariance matrix: vmeasure_spec
More on pomp workhorse functions: dinit(), dmeasure(), dprior(), dprocess(), emeasure(), flow(), partrans(), pomp-package, rinit(), rmeasure(), rprior(), rprocess(), skeleton(), workhorses