Fix TSmodel Coefficients (Parameters) to Constants
Fix specified coefficients to constant values or any coefficients within fuzz of 0.0 or 1.0 to exactly 0.0 or 1.0. This will not change the model much but will affect some estimation techniques and information criteria results, as these are considered to be constants rather than coefficients.
an object of class TSmodel.
absolute difference to be considered equivalent.
NULL or a list of logical arrays.
If constants is not NULL then parameters within fuzz of 0.0 or 1.0 are set as constants 0.0 or 1.0. If constants is not NULL then it should be a list with logical arrays named F, G ..., with TRUE corresponding to any array elements which are to be treated as constant.
An object of class 'SS' 'TSmodel' with some array entries set to constants 0.0 or 1.0.
1 2 3 4 5 6 7 8 9 10 11 12 13
f <- array(c(.5,.3,.2,.4),c(2,2)) h <- array(c(1,0,0,1),c(2,2)) k <- array(c(.5,.3,.2,.4),c(2,2)) ss <- SS(F=f,G=NULL,H=h,K=k) ss coef(ss) ss <- fixConstants(ss, constants=list( F = matrix(c(TRUE, FALSE, FALSE, FALSE), 2,2))) ss coef(ss) data("eg1.DSE.data.diff", package="dse") model <- toARMA(toSS(estVARXls(eg1.DSE.data.diff))) model <- fixConstants(model)
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.