update_ssmodel: State space model update

In sectorgap: Consistent Economic Trend Cycle Decomposition

State space model update

Description

Updates the system matrices of a state space model.

Usage

update_ssmodel(pars, model, model_last, settings, df_set)

Arguments

pars	named vector with all parameters
model	state space model object (unassigned)
model_last	state space model object (previous draw)
settings	list with model setting, in the format returned by the function initialize_settings
df_set	data frame with model settings

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.