newfoo¶
Purpose¶
Solves the nonlinear programming problem.
Format¶
-
out =
newfoo
(out)¶ - Parameters:
out (struct) – an instance of an
structNameout
structure. For an instance named out, the members are:- Returns:
out (struct) – an updated instance of an
structNameout
structure. For an instance named out, the updated members are:
Examples¶
// Set up procedure for updating SS model
// structure
proc (0) = updateSSModel(struct ssModel *ssmod, param);
// Set up kalman filter matrices
ssmod->T = param[1 2]'|(1~0);
ssmod->Q[1, 1] = param[3];
endp;
Remarks¶
Note
This function is called internally during an ssFit()
estimation. To be used outside of the ssFit()
function it requires an ssOut struct with filled Kalman filter results.
Source¶
ssmain.src
See also
Functions sqpSolveMTControlCreate()
, sqpSolveMTlagrangeCreate()