https://github.com/cran/dse
Tip revision: 69c8d344d69fc70f001c8b631223f200452ca0b8 authored by Paul Gilbert on 28 November 2011, 11:59:58 UTC
version 2011.11-2
version 2011.11-2
Tip revision: 69c8d34
fixConstants.Rd
\name{fixConstants}
\alias{fixConstants}
\title{Fix TSmodel Coefficients (Parameters) to Constants}
\description{
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.
}
\usage{
fixConstants(model, fuzz=1e-5, constants=NULL)
}
\arguments{
\item{model}{an object of class TSmodel.}
\item{fuzz}{absolute difference to be considered equivalent.}
\item{constants}{NULL or a list of logical arrays.}
}
\value{
An object of class 'SS' 'TSmodel' with some array entries set to
constants 0.0 or 1.0.
}
\details{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.
}
\examples{
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)
}
\seealso{
\code{\link{fixF}}
}
\concept{DSE}
\keyword{ts}