Creates default ssControl structure.
ssControlCreate(k_states, k_endog[, k_posdef])¶
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.
ssCtl (Struct) –
ssControlstruct with members set to default values. For an instance named ssCtl, the members are:
String array, parameter names.
Vector, specifies the index of the variables which should be constrained stationary.
Vector, specifies the index of the variables which should be constrained positive.
Instance of a
cmlmtControlstructure, used for fine-tuning maximum likelihood estimation. Further information provided in the
Instance of a
ssModelstructure, contains the state space system matrices used in the
kalmanFilter(). Contains the following members:
k_endog x k_states, transition matrix.
k_endog x 1, observation intercept.
k_endog x k_endog, observation disturbance covariance.
k_states x k_states, design matrix.
k_states x k_states, state intercept.
k_states x k_posdef, selection matrix.
k_states x k_posdef, state disturbance covariance.
k_states x 1, initial prior state mean.
k_states x k_states, initial prior state covariance.
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);