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Create an unfilter

Source: R/interface-unfilter.R
dust_unfilter_create.Rd

Create an "unfilter" object, which can be used to compute a deterministic likelihood following the same algorithm as the particle filter, but limited to a single particle. The name for this method will change in future.

Usage

dust_unfilter_create(
  generator,
  time_start,
  data,
  n_particles = 1,
  n_groups = NULL,
  dt = NULL,
  ode_control = NULL,
  shared_data = FALSE,
  n_threads = 1,
  preserve_particle_dimension = FALSE,
  preserve_group_dimension = FALSE
)

Arguments

generator

A system generator object, with class dust_system_generator

time_start

The start time for the simulation - this is typically before the first data point. Must be an integer-like value.

data

The data to fit to. This can be a data.frame, in which case it will be passed into dust_filter_data for validation, or it can be a dust_filter_data-augmented data.frame. The times for comparison will be taken from this, and time_start must be no later than than the earliest time.

n_particles

The number of particles to run. Typically this is 1, but you can run with more than 1 if you want - currently they produce the same likelihood but if you provide different initial conditions then you would see different likelihoods.

n_groups

Optionally, the number of parameter groups

dt

The time step for discrete time systems, defaults to 1 if not given. It is an error to provide a non-NULL argument with continuous-time systems.

ode_control

The ODE integration control for continuous time systems. Defaults to the default return of dust_ode_control. It is an error to provide this with discrete-time systems.

shared_data

Logical, indicating if data is shared among all groups.

n_threads

Integer, the number of threads to use in parallelisable calculations. See Details.

preserve_particle_dimension

Logical, indicating if output from the system should preserve the particle dimension in the case where a single particle is run. In the case where more than one particle is run, this argument has no effect as the dimension is always preserved.

preserve_group_dimension

Logical, indicating if state and output from the system should preserve the group dimension in the case where a single group is run. In the case where more than one group is run, this argument has no effect as the dimension is always preserved.

Value

A dust_likelihood object, which can be used with dust_likelihood_run