curvature.TSestModel: Curvature for a TSestModel

In curve: Dynamic Systems Estimation - Curvature Extensions

Description

Calculate curvature for a TSestModel.

Usage

    ## S3 method for class 'TSestModel'
curvature(func, x=coef(func),
     method="Richardson", method.args=list(d=0.01, eps=1e-4, r=6, v=2),
     compiled=TRUE, warn=TRUE,
     Shape=TSmodel(func), data=TSdata(func), ...)

Arguments

func	a TSestModel object which is used as a function mapping coefficients (parameters) to residuals.
x	parameter vector first argument to function func indicating the point with respect to which the derivative is calculated.
method	string indicating the numerical approximation method.
method.args	list with arguments to method (see grad).
warn	logical. see effectiveCurvature.
compiled	logical, set FALSE to use curvature.default (for debugging).
Shape	a TSmodel in which the parameters should be used.
data	TSdata to use in teh evaluation.
...	additional arguments passed to func.

Details

See the generic version of the function.

See Also

curvature genD grad effectiveCurvature

Examples

   require("dse")
   data("eg1.DSE.data.diff", package="dse")
   model <- estVARXls(TSdata( output=outputData(eg1.DSE.data.diff, series=1:2)),
                     max.lag=2)
   require("numDeriv")
   curvature(genD(model)) 

curve documentation built on May 2, 2019, 5:31 p.m.