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Objective Module

Configures a single function that represents a model and its likelihood when fit to time-series data.

Functions and values

Function or value Description

Objective.accessorFromRealVector compiled thetaReal

Full Usage: Objective.accessorFromRealVector compiled thetaReal

Parameters:
Returns: ParameterValueAccessor

Objective.compiledFromConfig config

Full Usage: Objective.compiledFromConfig config

Parameters:
Returns: CompiledTransforms<MeasureProduct<optim-space, MeasureOne>>

Objective.create negLogLikFn measures solver config observed

Full Usage: Objective.create negLogLikFn measures solver config observed

Parameters:
Returns: Objective

Computes measurement variables and appends to expected data. Requires: - A continuous-time solver (for differential-based equations) - A discrete-time solver (for if measurement / computed variables are present) - Observed data (for calculating likelihood)

negLogLikFn : Likelihood<MeasureProduct<state, MeasureOne>>
measures : CodedMap<Measurement<MeasureProduct<state, MeasureOne>>>
solver : ConfiguredSolver
config : AnyOptimiserConfig
observed : CodedMap<float<MeasureProduct<state, MeasureOne>>[]>
Returns: Objective

Compute the system's `Measures` from the dynamic variables produced by the solver. All operations happen in Tensor-space. Initial conditions (t0) are added to the front of the predictions to enable previous value lookup where needed.

measures : CodedMap<Measurement<MeasureProduct<state, MeasureOne>>>
parameters : TypedTensor<Vector, MeasureProduct<parameter, MeasureOne>>
expectedDynamic : CodedMap<TypedTensor<Vector, MeasureProduct<state, MeasureOne>>>
initialConditions : CodedMap<TypedTensor<Scalar, MeasureProduct<state, MeasureOne>>>
Returns: CodedMap<TypedTensor<Vector, MeasureProduct<state, MeasureOne>>>

Pairs observed time series to predicted series for dynamic variables only. Environmental forcings and hidden variables are removed.

observed : Map<ShortCode, TypedTensor<Vector, MeasureProduct<state, MeasureOne>>>
expected : Map<ShortCode, TypedTensor<Vector, MeasureProduct<state, MeasureOne>>>
Returns: CodedMap<SeriesPair<MeasureProduct<state, MeasureOne>>>

Objective.prependInitialConditions initial expected

Full Usage: Objective.prependInitialConditions initial expected

Parameters:
Returns: Map<'a, TypedTensor<Vector, 'u>>
initial : Map<'a, TypedTensor<Scalar, 'u>>
expected : Map<'a, TypedTensor<Vector, 'u>>
Returns: Map<'a, TypedTensor<Vector, 'u>>

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