fix.constants {dse1}R Documentation

Fix TSmodel Parameters to Constants

Description

Fix any parameters 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 parameters.

Usage

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

Arguments

model An object of class TSmodel.
fuzz Absolute difference to be considered equivalent.

Value

An object of class 'SS' 'TSmodel' with parameters near 0.0 or 1.0 set as constants 0.0 or 1.0.

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)