kalman {pomp} | R Documentation |
The ensemble Kalman filter and ensemble adjustment Kalman filter.
## S4 method for signature 'data.frame' enkf(data, Np, h, R, params, rinit, rprocess, ..., verbose = getOption("verbose", FALSE)) ## S4 method for signature 'pomp' enkf(data, Np, h, R, ..., verbose = getOption("verbose", FALSE)) ## S4 method for signature 'data.frame' eakf(data, Np, C, R, params, rinit, rprocess, ..., verbose = getOption("verbose", FALSE)) ## S4 method for signature 'pomp' eakf(data, Np, C, R, ..., verbose = getOption("verbose", FALSE))
data |
either a data frame holding the time series data, or an object of class ‘pomp’, i.e., the output of another pomp calculation. |
Np |
the number of particles to use. |
h |
function returning the expected value of the observation given the state. |
R |
matrix; variance of the measurement noise. |
params |
optional; named numeric vector of parameters.
This will be coerced internally to storage mode |
rinit |
simulator of the initial-state distribution.
This can be furnished either as a C snippet, an R function, or the name of a pre-compiled native routine available in a dynamically loaded library.
Setting |
rprocess |
simulator of the latent state process, specified using one of the rprocess plugins.
Setting |
... |
additional arguments supply new or modify existing model characteristics or components.
See When named arguments not recognized by |
verbose |
logical; if |
C |
matrix converting state vector into expected value of the observation. |
An object of class ‘kalmand_pomp’.
Aaron A. King
Evensen, G. (1994) Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics Journal of Geophysical Research: Oceans 99:10143–10162
Evensen, G. (2009) Data assimilation: the ensemble Kalman filter Springer-Verlag.
Anderson, J. L. (2001) An Ensemble Adjustment Kalman Filter for Data Assimilation Monthly Weather Review 129:2884–2903
Other pomp parameter estimation methods: abc
,
bsmc2
, mif2
,
nlf
, pmcmc
,
pomp-package
, probe.match
,
spect.match