tsbenchmark: Model Benchmarking

In tsmodels/tsissm: Linear Innovations State Space Unobserved Components Model

Model Benchmarking

Description

Benchmarks and saves the details of a model for benchmarking of speed and unit testing.

Usage

## S3 method for class 'tsissm.spec'
tsbenchmark(
  object,
  solver = "nlminb",
  control = list(trace = 0),
  autodiff = FALSE,
  ...
)

Arguments

object	an object of class “tsissm.spec”.
solver	solver to use for estimation.
control	additional controls passed to the solver.
autodiff	whether to use automatic differentiation for estimation. This makes use of the tsissmad package.
...	not currently used.

tsmodels/tsissm documentation built on Oct. 15, 2022, 6:44 a.m.