hhh4_update {surveillance} | R Documentation |
update
a fitted "hhh4"
model
Description
Re-fit a "hhh4"
model with a modified control
list.
Usage
## S3 method for class 'hhh4'
update(object, ..., S = NULL, subset.upper = NULL,
use.estimates = object$convergence, evaluate = TRUE)
Arguments
object |
a fitted "hhh4" model.
Non-convergent fits can be updated as well.
|
... |
components modifying the original control list for
hhh4 . Modifications are performed by
modifyList(object$control, list(...)) .
|
S |
a named list of numeric vectors serving as argument for
addSeason2formula , or NULL (meaning no
modification of seasonal terms). This argument provides a convenient
way of changing the number of harmonics in the f ormulae of
the model components "ar" , "ne" and "end" (to be
used as names of the list). Non-specified components are not touched.
Updating the i 'th component's f ormula works by first
dropping all sine and cosine terms and then applying
addSeason2formula with arguments S = S[[i]] and
period = object$stsObj@freq . Note that this step of updating
seasonality is processed after modification of the control
list by the ... arguments.
|
subset.upper |
if a scalar value, refit the model to the data up to the time index
given by subset.upper . The lower time index remains
unchanged, i.e., control$subset[1]:subset.upper is used as
the new subset .
This argument is used by oneStepAhead .
|
use.estimates |
logical specifying if coef(object) should be used as
starting values for the new fit (which is the new default since
surveillance 1.8-2, in case the original fit has converged).
This works by matching names
against the coefficients of the new model. Extra coefficients no
longer in the model are silently ignored. Setting
use.estimates = FALSE means to re-use the previous start
specification object$control$start .
Note that coefficients can also receive initial values from an extra
start argument in the update call (as in hhh4 ),
which then takes precedence over coef(object) .
|
evaluate |
logical indicating if the updated model should be fitted directly
(defaults to TRUE ). Otherwise, the updated control list
is returned.
|
Value
If evaluate = TRUE
the re-fitted object, otherwise the updated
control
list for hhh4
.
Author(s)
Sebastian Meyer
See Also
hhh4
Examples
data("salmonella.agona")
## convert to sts class
salmonella <- disProg2sts(salmonella.agona)
## fit a basic model
fit0 <- hhh4(salmonella,
list(ar = list(f = ~1), end = list(f = addSeason2formula(~t))))
## update: Poisson -> NegBin1, component seasonality
fit1 <- update(fit0, family = "NegBin1", S = list(end=2, ar=2))
## compare fits
AIC(fit0, fit1)
opar <- par(mfrow=c(2,2))
plot(fit0, type="fitted", names="fit0", par.settings=NULL)
plot(fit1, type="fitted", names="fit1", par.settings=NULL)
plot(fit0, fit1, type="season", components=c("end", "ar"), par.settings=NULL)
par(opar)
[Package
surveillance version 1.19.1.9000
Index]