estimate_ad.tsissm.spec: Estimates an ISSM model given a specification object using...

In tsmodels/tsissmad: ISSM model estimation using automatic differentiation

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

Description

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

Usage

## S3 method for class 'tsissm.spec'
estimate_ad(
  object,
  solver = "nlminb",
  control = list(trace = 0, eval.max = 300, iter.max = 500),
  use_hessian = FALSE,
  ...
)

Arguments

object	An object of class tsissm.spec.
solver	Only “nlminb” currently supported.
control	Solver control parameters.
use_hessian	Whether to include the hessian in the calculation. This is currently problematic and we suggest not overriding the default (FALSE) until further investigation.
...	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 tsissm package.

Value

An list of coefficients and other information.

tsmodels/tsissmad documentation built on June 24, 2022, 1:51 p.m.