State-noise covariance \(Q_k\) of interval k

Computes \(Q_k = N^{-1}\int_{t_{k-1}}^{t_k} \Phi(t_k,s)\,\Sigma(x(s))\, \Phi(t_k,s)^\top ds\) by Simpson's rule, with \(\Phi(t_k,s) = \Phi(t_k,t_{k-1})\,\Phi(s,t_{k-1})^{-1}\), using the locally-anchored fundamental matrix stored in tr$segments[[k]].

Usage

sird_ga_Qk(tr, k, N)

Arguments

tr

Object returned by sird_ga_transition().

k

Integer interval index, 1, ..., n.

N

Population size.