arguments.coefs {BTSR}R Documentation

Shared documentation for coefficients

Description

This is the common documentation for arguments related to the coefficients in BTSR models.

Arguments

ignore.start

optional; logical value indicating whether the argument start should be ignored (fit only). If starting values are not provided, the function uses the default values and ignore.start is ignored. In case starting values are provided and ignore.start = TRUE, those starting values are ignored and recalculated. The default is ignore.start = FALSE. Partial starting values are not allowed.

start

optional; a list with the starting values for the non-fixed coefficients of the model (fit only). The default is start = NULL, in which case the function coefs.start is used internally to obtain starting values for the parameters. For details on the expected format and the arguments that can be passed through coefs, see the Section Model coefficients.

coefs

a list with the coefficients of the model (simulation and extraction only). The default is coefs = NULL. For details on the expected format and the arguments that can be passed through coefs, see the Section Model coefficients.

lags

optional; a list with the lags (integer values) that the entries in coefs or start correspond to (extract and fit only). The default is lags = NULL, in which the lags are computed from the fixed.lags argument (if provided). When components are missing or empty in both, lags and fixed.lags, the default behavior is to include all lags based on nreg = ncol(xreg), p, and q. For details, see the Section Model coefficients.

fixed.values

optional; a list with the values of the coefficients that are fixed (extract and fit only). The default is fixed.values = NULL. See the Section Model coefficients.

fixed.lags

optional; a list with the lags (integer values) that the fixed values in fixed.values correspond to (extract and fit only). The default is fixed.lags = NULL. For missing components, fixed values will are set based on lags.

lower

optional; list with the lower bounds for the parameters (fit only). Default is lower = NULL. The default is to assume that the parameters have no lower bound except for nu, for which de default is 0. Only the bounds for bounded parameters need to be specified. The format of lower and the arguments that can be passed through this list are the same as the ones for start.

upper

optional; list with the upper bounds for the parameters (fit only). Default is upper = NULL. The default is to assume that the parameters have no upper bound. Only the bounds for bounded parameters need to be specified. The format of lower and the arguments that can be passed through this list are the same as the ones for start.

Model coefficients

start, coefs, fixed.values, lags and fixed.lags can be specified in one of two ways

The optional arguments in this lists are

The following rules apply for these lists and their arguments.

Simulation:

Extraction:

Fitting:

Extraction and fitting:


[Package BTSR version 1.0.0 Index]