ou2 {pomp} | R Documentation |
ou2
is a pomp
object encoding a 2-D Ornstein-Uhlenbeck process.
data(ou2)
The OU process is fully but noisily observed.
The functions rprocess
, dprocess
, rmeasure
, and dmeasure
are implemented using compiled C code for computational speed:
see the source code for details.
The use of this object is demonstrated in the vignette.
pomp-class
and the vignettes
data(ou2) plot(ou2) p <- c( alpha.1=0.9,alpha.2=0,alpha.3=0,alpha.4=0.99, sigma.1=1,sigma.2=0,sigma.3=2, tau=1, x1.0=50,x2.0=-50 ) x <- simulate(ou2,nsim=10,seed=20348585,params=p) plot(x[[1]]) pfilter(ou2,params=p,Np=1000)$loglik