update_nonlinear_constraints: Non linear constraints update

In sectorgap: Consistent Economic Trend Cycle Decomposition

Non linear constraints update

Description

Updates the system matrices of a state space model to include non linear constraints.

Usage

update_nonlinear_constraints(state, model, settings, df_constr, data)

Arguments

state	multiple time series object with states
model	state space model object (with assigned parameters)
settings	list with model setting, in the format returned by the function initialize_settings
df_constr	data frame with constraint settings
data	list with at least two named components: tsm is a multiple time series object that contains all observation series, weights is a named list of time series with (nominal) weights, the list names correspond to the different groups, i.e., group1, group2, subgroup1, if present in the model

Details

data is preferably the output of funtion prepare_data.

Value

The state space model object model with updates matrices.

Examples

data("data_ch")
settings <- initialize_settings()
data <- prepate_data(
  settings = settings,
  tsl = data_ch$tsl,
  tsl_n = data_ch$tsl_n
)
model <- define_ssmodel(
  settings = settings, 
  data = data
)

sectorgap documentation built on May 29, 2024, 10:56 a.m.