set_constraints: Set the constraints for estimation

In opendoor-labs/MarkovSwitchingDCF: Markov Switching Dynamic Common Factor Model using the Kim filter (Hamilton + Kalman filters)

Description

Set the constraints for estimation

Usage

set_constraints(yy_s, theta, n_states, panelID, timeID)

Arguments

yy_s	Multivariate time series of standardized data values from data_trans
theta	Named ector of initial coefficient values
n_states	Number of states to include in the Markov switching model
panelID	Column name that identifies the cross section of the data
timeID	Column name that identifies the date

Value

vector of initial coefficient values

Author(s)

Alex Hubbard ([e-mail])

Examples

set_constraintsy(yy_s = yy_s, theta = theta, n_states = n_states, panelID = panelID, timeID = timeID)

opendoor-labs/MarkovSwitchingDCF documentation built on Jan. 8, 2020, 12:24 p.m.