TMB Documentation
v1.9.11

Continuous AR(2) process. More...
#include <density.hpp>
Public Member Functions  
scalartype  operator() (vectortype x, vectortype dx) 
Evaluate the negative log density of the process x with nuisance parameters dx.  
Continuous AR(2) process.
Process with covariance satisfying the 2nd order ode rho''=c1*rho'rho on an arbitrary irregular grid. (shape=c1/2, 1<shape<1). Initial condition rho(0)=1, rho'(0)=0, rho''(0)=1.
Process is augmented with derivatives in order to obtain exact sparseness of the full precision. That is, if a model is desired on a grid of size n, then additional n extra nuisance parameters must be supplied.
grid_  Possibly irregular grid of length n 
shape_  Parameter defining the shape of the correlation function. 
scale_  Parameter defining the correlation range. 
Definition at line 669 of file density.hpp.