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 thecmlmt
documentation.ssCtl.ssm
Instance of a
ssModel
structure, contains the state space system matrices used in thekalmanFilter()
. 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()