.MLEfitTFP {RGAP} | R Documentation |
Estimates a two-dimensional state-space model and performs filtering and smoothing to obtain the tfp trend.
Description
Estimates a two-dimensional state-space model and performs filtering and smoothing to obtain the tfp trend.
Usage
.MLEfitTFP(
model,
parRestr = initializeRestr(model),
signalToNoise = NULL,
control = NULL
)
Arguments
model |
An object of class TFPmodel. |
parRestr |
A list of matrices containing the parameter restrictions for the cycle,
trend, and the CUBS equation. Each matrix contains the lower and upper bound of the
involved parameters. |
signalToNoise |
(Optional) signal to noise ratio. Only used if |
control |
(Optional) A list of control arguments to be passed on to |
[Package RGAP version 0.1.1 Index]