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