[R-sig-ME] Data augmentation in TMB?

Marie RESCAN marie.rescan at cefe.cnrs.fr
Tue Mar 13 15:53:11 CET 2018

Dear R-sig-mixed-model users,

I am currently fitting state space models using the TMB package and I 
would like to know if anyone have already implemented data augmentation 
in this package.

My data consist of time series of 3 simultaneous types of observations 
of latent processes (dynamics of experimental populations of microalgae 
replicated in batch). I would like to fit a state space model on this 
data set, but many observations are missing:

- For two observation methods, I cannot get population size estimation 
when the number of individuals is too low

- For the last observation method, I got data only half of the time.

I became aware that points in the latent process would not affect 
equally the when they do not have the same number of observations, which 
may be a problem to estimate process parameters.

I would appreciate any suggestions to deal with this problem.



Marie Rescan, PhD

Post doctorante
Centre d'écologie fonctionnelle et évolutive - CEFE
UMR 5175
Equipe Génétique & Ecologie évolutive - GEE
1919, route de Mende
34 293 Montpellier Cedex 5

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