fixConstants {dse1} | R Documentation

## Fix TSmodel Coefficients (Parameters) to Constants

### Description

Fix 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

`model` | an object of class TSmodel.
`fuzz` | absolute difference to be considered equivalent.
`constants` | NULL or a list of logical arrays.

### Details

If constants is not NULL then parameters within fuzz of 0.0 or 1.0 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.

### Value

An object of class 'SS' 'TSmodel' with some array entries set to constants 0.0 or 1.0.

### See Also

`fixF`

### 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)
        if(is.R()) data("eg1.DSE.data.diff", package="dse1")
        model <- toARMA(toSS(estVARXls(eg1.DSE.data.diff)))
        model <- fixConstants(model)

[Package Contents]