View source: R/stsm_constraints.R
stsm_constraints | R Documentation |
Inequality constraints: ineqA
stsm_constraints(
prior,
par,
freq,
unconstrained,
det_trend,
det_drift,
det_cycle,
det_seas,
det_obs,
saturating_growth
)
prior |
A data table created by stsm_prior |
par |
parameter values for the state space model |
freq |
Frequency of the data |
unconstrained |
Whether to remove inequality constraints on the trend during estimation |
det_trend |
Set the trend error variance to 0 (deterministic trend) |
det_drift |
Set the drift error variance to 0 (deterministic drift) |
det_cycle |
Set the cycle error variance to 0 (deterministic cycle) |
det_seas |
Set the seasonality error variances to 0 (deterministic seasonality) |
det_obs |
Set the observation equation error variance to 0 (deterministic observation equation) |
saturating_growth |
Force the growth rate to converge to 0 in the long term |
list containing the initial values for the Kalman filter
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