sigex.constrainreg: Determines constraint matrix for regressors
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
View source: R/sigex.constrainreg.r
sigex.constrainreg R Documentation
Determines constraint matrix for regressors
Description
Determines constraint matrix for regressors
Usage
sigex.constrainreg(mdl, data.ts, regindex, combos)
Arguments
mdl
The specified sigex model, a list object
data.ts
A T x N matrix ts object (with no missing values)
corresponding to N time series of length T
regindex
A list object of N elements, containing indices J_i
for i=1,...,N of the regressors for the ith series involved.
combos
A vector of linear combinations, the subvectors have length
J_i corresponding to regindex, and a first element which is Q
BUT: if set to NULL, then all regressors in regindex are constrained
to have the same value.
Value
constraint: row vector of the form [Q , C], with C (constraint.mat)
the vector of constraints and Q (constraint.vec) the
constraint constant, such that C psi = Q.
When combos=NULL, constraint will be a matrix
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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View source: R/sigex.constrainreg.r
| sigex.constrainreg | R Documentation |
Determines constraint matrix for regressors
Description
Determines constraint matrix for regressors
Usage
sigex.constrainreg(mdl, data.ts, regindex, combos)
Arguments
mdl |
The specified sigex model, a list object |
data.ts |
A T x N matrix ts object (with no missing values) corresponding to N time series of length T |
regindex |
A list object of N elements, containing indices J_i for i=1,...,N of the regressors for the ith series involved. |
combos |
A vector of linear combinations, the subvectors have length J_i corresponding to regindex, and a first element which is Q BUT: if set to NULL, then all regressors in regindex are constrained to have the same value. |
Value
constraint: row vector of the form [Q , C], with C (constraint.mat) the vector of constraints and Q (constraint.vec) the constraint constant, such that C psi = Q. When combos=NULL, constraint will be a matrix
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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