Exercise

Suppose you have selected a number of particles, Np, and number of iterated filtering iterations, Nmif, and number of Monte Carlo replications, Reps, that give a 10 minute maximization search using mif2(). Propose how you would adjust these to plan a more intensive search lasting about 2 hours.


Solution

(120/10)^(1/3)
[1] 2.289428

This version produced in R 4.3.2 on February 19, 2024.


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