qpm_use_cpp: Use the compiled Kalman filter

In qpmR: Quarterly Projection Models for Monetary Policy Analysis

Use the compiled Kalman filter

Description

qpmR ships a compiled (C++) Kalman filter and an equivalent reference implementation in R. The compiled one is used by default because estimation runs it once per posterior draw; the R one is kept because the two agreeing to machine precision is what makes the compiled path trustworthy, and it is useful when debugging.

Usage

qpm_use_cpp()

Details

Set options(qpmR.use_cpp = FALSE) to force the R implementation.

Value

TRUE if the compiled filter will be used.

Examples

qpm_use_cpp()

qpmR documentation built on Sept. 29, 2026, 5:10 p.m.