Get Kalman filter estimates from a ctStanFit object
Get Kalman filter estimates from a ctStanFit object
ctStanKalman( fit, nsamples = NA, pointest = TRUE, collapsefunc = NA, cores = 1, standardisederrors = FALSE, subjectpars = TRUE, tformsubjectpars = TRUE, indvarstates = FALSE, ... )
fit |
fit object from |
nsamples |
either NA (to extract all) or a positive integer from 1 to maximum samples in the fit. |
pointest |
If TRUE, uses the posterior mode as the single sample. |
collapsefunc |
function to apply over samples, such as |
cores |
Integer number of cpu cores to use. Only needed if savescores was set to FALSE when fitting. |
standardisederrors |
If TRUE, computes standardised errors for prior, upd, smooth conditions. |
subjectpars |
if TRUE, state estimates are not returned, instead, predictions of each subjects parameters are returned, for parameters that had random effects specified. |
tformsubjectpars |
if FALSE, subject level parameters are returned in raw, pre transformation form. |
indvarstates |
if TRUE, do not remove indvarying states from output |
... |
additional arguments to collpsefunc. |
list containing Kalman filter elements, each element in array of iterations, data row, variables. llrow is the log likelihood for each row of data.
if(w32chk()){
k=ctStanKalman(ctstantestfit,subjectpars=TRUE,collapsefunc=mean)
}Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.