Setup in the predict and numerical optimization in the Kalman filter algorithm.
car_control(fty=1, n.ahead=10, trace=FALSE, ari=TRUE, vri=FALSE, vr=0, pfi="MAPS",
ccv="CTES", lpv=TRUE, scc=TRUE, nit=40, opm=1, rgm=1, req=0.5, con=1.0e-5, rpe=1.0,
ivl=1.0e-2, fac=1.0e1, stl=1.0e-5, sml=1.0e2, gtl=1.0e5, kst=TRUE, fct=TRUE)
fty=1
forecast past the end. fty=2
forecast
last L-steps. fty=3
forecast last L-steps updated (filtering)types. See also fct
. If fct=TRUE
, all time series is used to fit the model for fty=1 or 3
. If fty=2
, only the first (length of time - n.ahead) is used to fit the model. Thus, only the first (length of time - n.head) prediction values are the same for fty=1 or 3
vs fty=2
. See also pre2, prv2
.
number of steps ahead at which to predict.
a logical value triggering printout of information during the fitting process, and major results for the fitted model.
ari=TRUE
: parameter starting values. ari=FALSE
: they are taken as zero. This is obsolete.
vri=FALSE
, observation noise not included in the
model. vri=TRUE
, observation noise included
0.5, initial value of observation noise ratio: only if
vri=TRUE
always use the option pfi="MAPS".
ccv="CTES"
for constant term estimation. ccv="MNCT"
if mean correction, ccv=NULL
if omitted.
lpv=TRUE
always use this option.
scc=TRUE
always use this option.
number of iteations.
opm=1
always use this.
rgm=1
always use this.
root equality switch value.
convergence criterion.
relative size of parameter perturbations.
initial value of step size constraint parameter.
step size constraint modification parameter. This value may
be setup to fac=5
for better convergency.
typical smallest step size parameter.
typical small step size parametrr.
typical greatest step size parameter.
kst=TRUE
to save estimated states.
fct=TRUE
to use all time series to fit the model.
An object of class car_control
, a list.
Objects returned by this function specify predict and numerical optimization parameters of the Kalman filter algorithms implemented in car
,
(via the ctrl
argument).
car
for the usage