#------------------------------------------------------------------------------#
# File: log.likelihood.wrapper.R
#
# Description: This is a wrapper function for kalman.log.likelihood.R thatx
# specifies inputs based on the estimation stage.
#------------------------------------------------------------------------------#
log.likelihood.wrapper <- function(parameters, y.data, x.data, stage = NA,
lambda.g=NA, lambda.z=NA, xi.00=NA, P.00=NA){
if (stage == 1) {
out <- unpack.parameters.stage1(parameters, y.data, x.data,
xi.00, P.00)
} else if (stage == 2) {
out <- unpack.parameters.stage2(parameters, y.data, x.data,
lambda.g, xi.00, P.00)
} else if (stage == 3) {
out <- unpack.parameters.stage3(parameters, y.data, x.data,
lambda.g, lambda.z, xi.00, P.00)
} else {
stop('You need to enter a stage number in log.likelihood.wrapper.')
}
for (n in names(out)) {
eval(parse(text=paste0(n, "<-out$", n)))
}
return(kalman.log.likelihood(xi.00, P.00, F_matrix, Q, A, H, R, y.data, x.data))
}
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