[Pomp-commits] r74 - in pkg: inst man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Feb 1 15:07:02 CET 2009
Author: kingaa
Date: 2009-02-01 15:07:02 +0100 (Sun, 01 Feb 2009)
New Revision: 74
Modified:
pkg/inst/NEWS
pkg/man/nlf.Rd
Log:
Modified: pkg/inst/NEWS
===================================================================
--- pkg/inst/NEWS 2009-01-31 11:38:53 UTC (rev 73)
+++ pkg/inst/NEWS 2009-02-01 14:07:02 UTC (rev 74)
@@ -1,3 +1,7 @@
+NEW IN VERSION 0.22-1:
+
+ o the nonlinear forecasting method of Kendall, Ellner, et al. is now implemented in the package. This is an "indirect inference" method using quasi-likelihood as an objective function.
+
NEW IN VERSION 0.21-4:
o improved documentation in "euler.Rd"
Modified: pkg/man/nlf.Rd
===================================================================
--- pkg/man/nlf.Rd 2009-01-31 11:38:53 UTC (rev 73)
+++ pkg/man/nlf.Rd 2009-02-01 14:07:02 UTC (rev 74)
@@ -2,17 +2,15 @@
\alias{nlf}
\title{Fit Model to Data Using Nonlinear Forecasting (NLF)}
\description{
- Calls an optimizer to maximize the nonlinear forecasting (NLF) goodness of fit, by
- simulating data from a model, fitting a nonlinear autoregressive
- model to the simulated time series (which may be multivariate) and
- using the fitted model to predict some or all variables in the data time series.
- NLF is an 'indirect inference' method using a quasi-likelihood as the objective
- function.
+ Calls an optimizer to maximize the nonlinear forecasting (NLF) goodness of fit, by simulating data from a model, fitting a nonlinear autoregressive model to the simulated time series (which may be multivariate) and using the fitted model to predict some or all variables in the data time series.
+ NLF is an 'indirect inference' method using a quasi-likelihood as the objective function.
}
\usage{
- nlf(object, start, est, lags, period = NA, tensor = FALSE, nconverge=1000, nasymp=1000,
- seed = 1066, nrbf = 4, method = 'subplex', skip.se = FALSE, verbose = FALSE, gr = NULL,
- bootstrap=FALSE, bootsamp = NULL, lql.frac = 0.1, se.par.frac = 0.1, eval.only = FALSE, ...)
+ nlf(object, start, est, lags, period = NA, tensor = FALSE,
+ nconverge=1000, nasymp=1000, seed = 1066, nrbf = 4,
+ method = 'subplex', skip.se = FALSE, verbose = FALSE, gr = NULL,
+ bootstrap=FALSE, bootsamp = NULL,
+ lql.frac = 0.1, se.par.frac = 0.1, eval.only = FALSE, ...)
}
\arguments{
\item{object}{
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