create.grid {surveillance}R Documentation

Computes a matrix of initial values

Description

For a given list of parameters specified as param = c(lower,upper,length) create.grid creates a grid of initial values for algo.hhh.grid. The resulting matrix contains all combinations of the supplied parameters which each are a sequence of length length from lower to upper. Note that λ, phi, psi must be positive. For gamma, delta only one sequence of starting values is considered to create the grid, i.e. intital values are the same for each one of the seasonal parameters. nseason is the number of Fourier frequencies to be included.

Usage

  create.grid(params = list(lambda=c(0.1,0.9,5), phi=c(0.1,0.9,5), 
      psi=c(0.3,12,10), beta=c(-0.5,0.5,3), gammaDelta=c(-0.5,0.5,3), 
      nseason=1))

Arguments

params list of parameters: param=c(lower,upper,length)
    lambda
    autoregressive parameter lambda.
    phi
    autoregressive parameter for adjacent units phi.
    psi
    overdispersion parameter for Negative Binomial model psi.
    beta
    linear trend beta.
    gammaDelta
    seasonal parameters gamma, delta.
    nseason
    number of Fourier frequencies S to be used (if not specified, nseason defaults to 1)

Details

Value

matrix matrix with gridSize starting values as rows

Author(s)

M. Paul

Source

See Also

algo.hhh.grid

Examples

    
    # consider the model specified in a control object for algo.hhh.grid
    cntrl1 <- list(lambda=TRUE, neighbours=TRUE, linear=TRUE, nseason=1)
    cntrl2 <- list(lambda=TRUE, negbin=TRUE, linear=TRUE)
    
    # create a grid of initial values for respective parameters
    grid1 <- create.grid(params = list(lambda=c(0.1,0.9,5), phi=c(0.1,0.9,5), 
                         beta=c(-1,1,3), gammaDelta=c(-1,1,3), nseason=1))
    grid2 <- create.grid(params = list(lambda=c(0.1,0.9,5), psi=c(0.3,12,10),
                         beta=c(0,0,1)))


[Package surveillance version 0.9-2 Index]