ssControlCreate ============================================== Purpose ---------------- Creates default ssControl structure. Format ---------------- .. function:: ssCtl = ssControlCreate(k_states, k_endog [, k_posdef]) :param k_states: Number of states. :type k_states: Scalar :param k_endog: Number of endogenous variables. :type k_endog: Scalar :param k_posdef: Optional argument, the dimension of the state innovation with a positive definite covariance matrix. :type k_posdef: Scalar :return ssCtl: Instance of :class:`ssControl` struct with members set to default values. For an instance named *ssCtl*, the members are: .. list-table:: :widths: auto * - ssCtl.param_names - String array, parameter names. * - ssCtl.stationary_vars - Vector, specifies the index of the variables which should be constrained stationary. * - ssCtl.positive_vars - Vector, specifies the index of the variables which should be constrained positive. * - ssCtl.ctl - Instance of a :class:`cmlmtControl` structure, used for fine-tuning maximum likelihood estimation. Further information provided in the `cmlmt` documentation. * - ssCtl.ssm - Instance of a :class:`ssModel` structure, contains the state space system matrices used in the :func:`kalmanFilter`. Contains the following members: .. list-table:: :widths: auto * - ssm.Z - k_endog x k_states, transition matrix. * - ssm.d - k_endog x 1, observation intercept. * - ssm.H - k_endog x k_endog, observation disturbance covariance. * - ssm.T - k_states x k_states, design matrix. * - ssm.c - k_states x k_states, state intercept. * - ssm.R - k_states x k_posdef, selection matrix. * - ssm.Q - k_states x k_posdef, state disturbance covariance. * - ssm.a_0 - k_states x 1, initial prior state mean. * - ssm.p_0 - k_states x k_states, initial prior state covariance. :rtype ssCtl: Struct Examples ---------------- Since structures are strongly typed in GAUSS, each structure must be declared before it can be used. :: // Declare 'ssCtl' as an ssControl structure struct ssControl ssCtl; /* ** Model dimensions */ // Number of endogenous variables k_endog = 1; // Number of states k_states = 2; // Initialize structure 'ssCtl' ssCtl = ssControlCreate(k_states, k_endog); Source ------ ssmain.src .. seealso:: Functions :func:`ssFit`