fix.constants {dse1} | R Documentation |
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.
fix.constants(model, fuzz=1e-5, constants=NULL)
model |
An object of class TSmodel. |
fuzz |
Absolute difference to be considered equivalent. |
An object of class 'SS' 'TSmodel' with parameters near 0.0 or 1.0 set as constants 0.0 or 1.0.
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)