Plot a profile likelihood ctsmTMB object

Usage

# S3 method for class 'ctsmTMB.profile'
plot(x, y, include.opt = TRUE, ...)

Arguments

x: a profile.ctsmTMB object
y: not in use
include.opt: boolean which indicates whether or not to include the total likelihood optimizer in the plot.
...: additional arguments

Examples

library(ctsmTMB)
model <- ctsmTMB$new()

# create model
model$addSystem(dx ~ theta * (mu+u-x) * dt + sigma_x*dw)
model$addObs(y ~ x)
model$setVariance(y ~ sigma_y^2)
model$addInput(u)
model$setParameter(
  theta   = c(initial = 1, lower=1e-5, upper=50),
  mu      = c(initial=1.5, lower=0, upper=5),
  sigma_x = c(initial=1, lower=1e-10, upper=30),
  sigma_y = 1e-2
)
model$setInitialState(list(1,1e-1))

# fit model to data
fit <- model$estimate(Ornstein)
#> Checking model components...
#> Checking and setting data...
#> Constructing objective function and derivative tables...
#> Minimizing the negative log-likelihood...
#>   0:     160.35328:  1.00000  1.50000  1.00000
#>  10:     89.603625:  2.58436  2.91384  1.15608
#> 	 Optimization finished!:
#>             Elapsed time: 0.007 seconds.
#>             The objective value is: 7.387879e+01
#>             The maximum gradient component is: 9.9e-08
#>             The convergence message is: relative convergence (4)
#>             Iterations: 19
#>             Evaluations: Fun: 29 Grad: 20
#>             See stats::nlminb for available tolerance/control arguments.
#> Returning results...
#> Finished!

# calculate profile likelihood
# out <- profile(fit,parlist=list(theta=NULL))
out <- profile(fit,parlist=list(theta=NULL, mu=NULL))
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# plot profile
grDevices::dev.new()
plot(out)