run.SSM_unanimous_cpts: SSM function This function is used to ...

In Junzheshao5959/ssmimputedemo: SSM Imputation DEMO(Title Case)

SSM function This function is used to ...

Description

SSM function This function is used to ...

Usage

run.SSM_unanimous_cpts(
  data_ss,
  formula_var,
  ss_param_temp,
  max_iteration = 100,
  cpt_learning_param = list(cpt_method = "mean", burnin = 1/10, mergeband = 20,
    convergence_cri = 10),
  dlm_option = "smooth",
  printFlag = T
)

Arguments

data_ss	contains all information, and only selected variables in formula_var enters the statespace model
formula_var	select variables from data_ss into the statespace model
ss_param_temp	a list of parameters to set up state-space model m0: initial values for states C0: initial values for variance of states inits: initial values for the estimating of all NA terms, via maximizing likelihood AR1_coeffi: variables, whose coefficient is a AR(1) process; if none, then is NULL rw_coeffi: variables, whose coefficient is a random walk process;if none, then is NULL w_cp_param: variables, whose coefficients are periodic fixed (may shift to other levels over time, but fixed within periods) v_cp_param: information about periodic observational variance V (may decrease or increase over time, but fixed within periods)
max_iteration	control for the convergence of changepoints, a positive integer
cpt_learning_param	a list of variable for change point learning cpt_method: either "mean" or "meanvar" burnin: a positive number in (0,1) mergeband: a positive integer AR1_coeffi: variables, whose coefficient is a AR(1) process; if none, then is NULL rw_coeffi: variables, whose coefficient is a random walk process;if none, then is NULL w_cp_param: variables, whose coefficients are periodic fixed (may shift to other levels over time, but fixed within periods) v_cp_param: information about periodic observational variance V (may decrease or increase over time, but fixed within periods)
dlm_option	using kalman filter or smoothing
printFlag	print data while processing

Junzheshao5959/ssmimputedemo documentation built on Aug. 27, 2022, 8:49 a.m.