The special functions fe and ri are used to specify
unit-specific effects of covariates and random intercept terms,
respectively, in the component formulae of hhh4.
fe(x, unitSpecific = FALSE, which = NULL, initial = NULL)ri(type = c("iid","car"), corr = c("none", "all"),
initial.fe = 0, initial.var = -.5, initial.re = NULL)
an expression like sin(2*pi*t/52) involving the time
variable t, or just 1 for an intercept.
In general this covariate expression might use any variables
contained in the control$data argument of the parent
hhh4 call.
logical indicating if the effect of x
should be unit-specific. This is a convenient shortcut for
which = rep(TRUE, nUnits), where nUnits is the number
of units (i.e., columns of the "sts" object).
vector of logicals indicating which unit(s)
should get an unit-specific parameter.
For units with a FALSE
value, the effect term for x will be zero in the log-linear
predictor. Note especially that setting a FALSE value for the
intercept term of a unit, e.g.,
ar = list(f = ~-1 + fe(1, which=c(TRUE, FALSE)))
in a bivariate hhh4 model, does not mean that the
(autoregressive) model component is omitted for this unit, but that
\(\log(\lambda_1) = \alpha_1\) and \(\log(\lambda_2) = 0\), which
is usually not of interest. ATM, omitting an autoregressive effect for
a specific unit is not possible.
If which=NULL, the parameter is assumed to be the same
for all units.
initial values (on internal scale!)
for the fixed effects used for optimization. The default
(NULL) means to use zeroes.
random intercepts either follow an IID or a CAR model.
whether random effects
in different components (such as ar and end)
should be correlated or not.
initial value for the random intercept mean.
initial values (on internal scale!) for the variance components used for optimization.
initial values (on internal scale!) for the random effects
used for optimization. The default NULL are random numbers
from a normal distribution with zero mean and variance 0.001.
addSeason2formula
hhh4 model specifications in vignette("hhh4"),
vignette("hhh4_spacetime") or on the help page of
hhh4.