https://github.com/cran/dse
Tip revision: 83dd780387085f7dae6366d8ad7562f0420a9d95 authored by Paul Gilbert on 17 November 2011, 00:00:00 UTC
version 2011.11-2
version 2011.11-2
Tip revision: 83dd780
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}