ssControlCreate#

Purpose#

Creates default ssControl structure.

Format#

ssCtl = ssControlCreate(k_states, k_endog[, k_posdef])#
Parameters:
  • k_states (Scalar) – Number of states.

  • k_endog (Scalar) – Number of endogenous variables.

  • k_posdef (Scalar) – Optional argument, the dimension of the state innovation with a positive definite covariance matrix.

Returns:

ssCtl (Struct) –

Instance of ssControl struct with members set to default values. For an instance named ssCtl, the members are:

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 cmlmtControl structure, used for fine-tuning maximum likelihood estimation. Further information provided in the cmlmt documentation.

ssCtl.ssm

Instance of a ssModel structure, contains the state space system matrices used in the kalmanFilter(). Contains the following members:

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.

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

See also

Functions ssFit()