checkModel: Test whether object is a valid 'SSModel' object

In KFAS: Kalman Filter and Smoother for Exponential Family State Space Models

Test whether object is a valid SSModel object

Description

Function is.SSModel tests whether the object is a valid SSModel object.

Usage

is.SSModel(object, na.check = FALSE, return.logical = TRUE)

Arguments

object	An object to be tested.
na.check	Test the system matrices for NA and infinite values. Also checks for large values (> 1e7) in covariance matrices H and Q which could cause large rounding errors in filtering. Positive semidefiniteness of these matrices is not checked. Default is FALSE.
return.logical	If FALSE (default), an error is given if the the model is not a valid SSModel object. Otherwise logical value is returned.

Details

Note that the validity of the values in y and Z are not tested. These can contain NA values (but not infinite values), with condition that when Z[i,,t] contains NA value, the corresponding y[t,i] must also have NA value. In this case Z[i,,t] is not referenced in filtering and smoothing, and algorithms works properly.

Value

Logical value or nothing, depending on the value of return.logical.

Examples

model <- SSModel(rnorm(10) ~ 1)
is.SSModel(model)
model['H'] <- 1
is.SSModel(model)
model$H[] <- 1
is.SSModel(model)
model$H[,,1] <- 1
is.SSModel(model)
model$H <- 1
is.SSModel(model)

KFAS documentation built on Sept. 8, 2023, 5:56 p.m.