Generate Transition and Covariance Matrices for a simple Crawl Model
surrogateCrawlModel(fit, dt)
fit | a fitted crawl object |
---|---|
dt | the fixed time increment |
A list containing
A
the transition matrix
Q
the covariance matrix
dt
the time increment
Generates the transition and covariance matrices of the state
space model for time increment dt
, corresponding to a
fitted crawl model with no drift and no covariates.
Currently no polar adjustment is made.
The matrices are generated assuming the state variables are stored as a vector in the order longitude mu and nu then latitude mu and nu. The parametrization is defined as in the crawl source not the paper, which differs by a factor of \(\beta^{2}\) in the definition of \(\sigma^{2}\).