estimate_ad.tsets.spec: Estimates an ETS model given a specification object using...

In tsmodels/tsetsad: ETS model estimation using automatic differentiation

Estimates an ETS model given a specification object using maximum likelihood and autodiff

Description

Estimates an ETS model given a specification object using maximum likelihood and autodiff

Usage

## S3 method for class 'tsets.spec'
estimate_ad(object, solver = "nlminb", control = list(trace = 0), ...)

Arguments

object	An object of class tsets.spec.
solver	One of either “nloptr” or “nlminb”. Using nlminb which takes the hessian appears to provide better results.
control	Solver control parameters.
...	additional parameters passed to the estimation function

Details

This function is not expected to be used by itself but rather as a plugin to be called from the estimate method of the tsets package.

Value

An list of coefficients and other information.

tsmodels/tsetsad documentation built on June 16, 2022, 11:41 a.m.