R/systemfit.control.R

In systemfit: Estimating Systems of Simultaneous Equations

systemfit.control <- function(
      maxiter = 1,
      tol = 1e-5,
      methodResidCov = "geomean",
      centerResiduals = FALSE,
      residCovRestricted = TRUE,
      residCovWeighted = FALSE,
      method3sls = "GLS",
      singleEqSigma = NULL,
      useMatrix = TRUE,
      solvetol = .Machine$double.eps,
      model = TRUE,
      x = FALSE,
      y = FALSE,
      z = FALSE )
{
   result <- list()

   ## maxiter
   if( maxiter <= 0 || round( maxiter ) != maxiter ) {
      stop( "control parameter 'maxiter' must be a positive integer" )
   }
   result$maxiter <- maxiter

   ## tol
   if( tol <= 0 || !is.numeric( tol ) || length( tol ) != 1 ) {
      stop( "control parameter 'tol' must be a positive scalar" )
   }
   result$tol <- tol

   ## methodResidCov
   if( !( methodResidCov %in% c( "noDfCor", "geomean", "max", "Theil" ) ) ) {
      stop( "control parameter 'methodResidCov' must be either",
         " 'noDfCor', 'geomean', 'max', or 'Theil'" )
   }
   result$methodResidCov <- methodResidCov

   ## centerResiduals
   if( !is.logical( centerResiduals ) || length( centerResiduals ) != 1 ) {
      stop( "control parameter 'centerResiduals' must be logical" )
   }
   result$centerResiduals <- centerResiduals

   ## method3sls
   if( !( method3sls %in% c( "GLS", "IV", "GMM", "Schmidt", "EViews" ) ) ) {
      stop( "control parameter 'method3sls' must be either",
         " 'GLS', 'IV', 'GMM', 'Schmidt', or 'EViews'" )
   }
   result$method3sls <- method3sls

   ## singleEqSigma
   if( ( !is.logical( singleEqSigma ) || length( singleEqSigma ) != 1 )
         && !is.null( singleEqSigma ) ) {
      stop( "control parameter 'singleEqSigma' must be logical or NULL" )
   }
   result$singleEqSigma <- singleEqSigma

   ## useMatrix
   if( !is.logical( useMatrix ) || length( useMatrix ) != 1 ) {
      stop( "control parameter 'useMatrix' must be logical" )
   }
   result$useMatrix <- useMatrix

   ## solvetol
   if( solvetol <= 0 || !is.numeric( solvetol ) || length( solvetol ) != 1 ) {
      stop( "control parameter 'solvetol' must be a positive scalar" )
   }
   result$solvetol <- solvetol

   ## residCovRestricted
   if( !is.logical( residCovRestricted ) || length( residCovRestricted ) != 1 ) {
      stop( "control parameter 'residCovRestricted' must be logical" )
   }
   result$residCovRestricted <- residCovRestricted

   ## residCovWeighted
   if( !is.logical( residCovWeighted ) || length( residCovWeighted ) != 1 ) {
      stop( "control parameter 'residCovWeighted' must be logical" )
   }
   result$residCovWeighted <- residCovWeighted

   ## model (returnModelFrame)
   if( !is.logical( model ) || length( model ) != 1 ) {
      stop( "control parameter 'model' must be logical" )
   }
   result$model <- model

   ## x (returnModelMatrix)
   if( !is.logical( x ) || length( x ) != 1 ) {
      stop( "control parameter 'x' must be logical" )
   }
   result$x <- x

   ## y (returnResponse)
   if( !is.logical( y ) || length( y ) != 1 ) {
      stop( "control parameter 'y' must be logical" )
   }
   result$y <- y

   ## z (returnInstMatrix)
   if( !is.logical( z ) || length( z ) != 1 ) {
      stop( "control parameter 'z' must be logical" )
   }
   result$z <- z

   return( result )
}