https://github.com/cran/dse
Tip revision: ec2cd7292be30e4d40bbb7ac3a2ede268dc7cf92 authored by Paul Gilbert on 02 May 2012, 06:27:58 UTC
version 2012.4-1
version 2012.4-1
Tip revision: ec2cd72
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}