atsa-es/marssTMB

TMB function to do A %*% x ?

eeholmes opened this issue · 0 comments

@ericward-noaa

I think one the first tasks is to write a generic TMB function that does:

A %*% x

So rather than writing code for Bx, and Cc, and Dd. We have a function for mult(A, x). Maybe you have something like that already?

Idea is to have maps for all the MARSS parameters and then code to do

x(t) - Bx(t-1) + u + Cc(t) ~ MVN(0, Q)

and

y(t) - Zx(t) + a + Dd(t) = MVN(0, R)

Seems pretty straight forward from Tim's code, but that mult(A, x) function would make the code cleaner.