Auxiliary for Controlling DZIM Fitting

Source: R/dzim.R

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.