fix.constants {dse1}R Documentation

Fix TSmodel Coefficients (Parameters) to Constants

Description

Fix 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.

Usage

    fix.constants(model, fuzz=1e-5, constants=NULL)

Arguments

model an object of class TSmodel.
fuzz absolute difference to be considered equivalent.
constants NULL or a list of logical arrays.

Value

An object of class 'SS' 'TSmodel' with parameters near 0.0 or 1.0 set as constants 0.0 or 1.0. If constants is not NULL then it should be a list with logical (T/F) arrays named const.F, const.G ..., for any arrays in which there are elements (not == 0 or 1) which are to be treated as constant.

See Also

fixF

Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    model <- to.ARMA(to.SS(est.VARX.ls(eg1.DSE.data.diff)))
    model <- fix.constants(model)
[Package Contents]