mssm-smoother {mssm} | R Documentation |
Computes smoothed weights using the backward smoothing formula for a
mssm
object. The k-d dual tree approximation is also used if it used
for the mssm
object.
object |
an object of class |
Same as mssm-pf but where the pf_output
's list elements
has an additional element called ws_normalized_smooth
. This
contains the normalized log smoothing weights.
mssm
.
if(require(Ecdat)){ # load data and get object to perform particle filtering data("Gasoline", package = "Ecdat") library(mssm) ll_func <- mssm( fixed = lgaspcar ~ factor(country) + lincomep + lrpmg + lcarpcap, random = ~ 1, family = Gamma("log"), data = Gasoline, ti = year, control = mssm_control(N_part = 1000L, n_threads = 1L)) # run particle filter cfix <- c(0.612, -0.015, 0.214, 0.048, -0.013, -0.016, -0.022, 0.047, -0.046, 0.007, -0.001, 0.008, -0.117, 0.075, 0.048, -0.054, 0.017, 0.228, 0.077, -0.056, -0.139) pf <- ll_func$pf_filter( cfix = cfix, Q = as.matrix(2.163e-05), F. = as.matrix(0.9792), disp = 0.000291) print(is.null(pf$pf_output[[1L]]$ws_normalized_smooth)) pf <- ll_func$smoother(pf) print(is.null(pf$pf_output[[1L]]$ws_normalized_smooth)) }