fit.stsm: Estimation of a STS model

In gallegoj/tfarima: Transfer Function and ARIMA Models

Estimation of a STS model

Description

fit is used to estimate a stsm model.

Usage

## S3 method for class 'stsm'
fit(mdl, updmdl, par, fixed = NULL, show.iter = FALSE, tol = 1e-04, ...)

Arguments

mdl	an object of class stsm.
par	argument passed to the updmod function.
fixed	vector of logical values indicating which parameters are fixed (TRUE) or estimated (FALSE).
show.iter	logical value to show or hide the estimates at the different iterations.
tol	tolerance to check if a root is close to one.
...	other arguments.
updmod	function to update the parameters of the model.

Value

An object of class "stsm" with estimated parameters.

Examples

# Local level model
b <- 1
C <- as.matrix(1)
stsm1 <- stsm(Nile, b, C, s2v = c(lvl = 0.5), s2u = c(irr = 1), fit = FALSE)
stsm1 <- fit(stsm1, method = "L-BFGS-B")

gallegoj/tfarima documentation built on March 31, 2024, 10:32 a.m.