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)
| 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. |
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.