dse (version R2000.6-1)

fix.constants: 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)

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)