covmat {pomp} | R Documentation |
Estimate a covariance matrix from algorithm traces
Description
A helper function to extract a covariance matrix.
Usage
## S4 method for signature 'pmcmcd_pomp'
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
## S4 method for signature 'pmcmcList'
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
## S4 method for signature 'abcd_pomp'
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
## S4 method for signature 'abcList'
covmat(object, start = 1, thin = 1, expand = 2.38, ...)
## S4 method for signature 'probed_pomp'
covmat(object, ...)
Arguments
object |
an object extending ‘pomp’ |
start |
the first iteration number to be used in estimating the covariance matrix.
Setting |
thin |
factor by which the chains are to be thinned |
expand |
the expansion factor |
... |
ignored |
Value
When object
is the result of a pmcmc
or abc
computation,
covmat(object)
gives the covariance matrix of the chains.
This can be useful, for example, in tuning the proposal distribution.
When object
is a ‘probed_pomp’ object (i.e., the result
of a probe
computation), covmat(object)
returns the
covariance matrix of the probes, as applied to simulated data.
See Also
Other extraction methods:
coef()
,
cond_logLik()
,
eff_sample_size()
,
filter_mean()
,
filter_traj()
,
forecast()
,
logLik
,
obs()
,
pred_mean()
,
pred_var()
,
saved_states()
,
spy()
,
states()
,
summary()
,
time()
,
timezero()
,
traces()