There is a persistent filtering failure, which I've traced to the conditional likelihood for the first observation. The problem is that cases gets zeroed out at each observation, meaning cases = 0 for all particles when evaluating the first observation. It's also just better practice to estimate states right before the first observation. So, that's what needs to be done.
I will set up the pomp models to start 1 week before the first observation, ensuring that cases != 0.
There is a persistent filtering failure, which I've traced to the conditional likelihood for the first observation. The problem is that
cases
gets zeroed out at each observation, meaningcases = 0
for all particles when evaluating the first observation. It's also just better practice to estimate states right before the first observation. So, that's what needs to be done.I will set up the
pomp
models to start 1 week before the first observation, ensuring thatcases != 0
.