Update model with new data about fhmm HOT 3 CLOSED

After careful consideration, we think that the likelihood must be maximized again when having new data. There is no straight-forward way to recycle the old likelihood and update it with new data.

However, as a work-around, we added the argument init to fit_model(), which can be the estimate of a previously fitted model. Using such an initial value will result in a much faster convergence of the numerical optimizer.

Hence, a typical workflow for you can look like follows: Estimate a first model. With new data, estimate a model again, but specify the init argument for fit_model() with the estimate of the previous model. It is saved at model$estimate. You may want to reduce the number of optimization runs in controls then.

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This is not implemented yet but will be considered for the next update. Until then, you are right, the only (but very inefficient) way is to manually add new data points and estimate the model again. Thanks for pointing this out!

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Great,I will wait for update than :)

from fhmm.