KFAS (version 1.0.3)

is.SSModel: Test whether object is a valid SSModel object

Description

Function is.SSModel tests whether the object is a valid SSModel object.

Usage

is.SSModel(object, na.check = FALSE, return.logical = TRUE)

Arguments

object

An object to be tested.

na.check

Test the system matrices for NA and infinite values. Default is FALSE.

return.logical

If FALSE, error is given if the the model is not a valid SSModel object. Otherwise logical value is returned. Defaults to FALSE.

Value

• Logical value or nothing, depending on the value of return.logical.

Details

Note that the validity of the values in y and Z are not tested. These can contain NA values (but not infinite values), with condition that when Z[i,,t] contains NA value, the corresponding y[t,i] must also have NA value. In this case Z[i,,t] is not referenced in filtering and smoothing, and algorithms works properly. Note also that this does result NA values in thetahat, so it could be beneficial to use for example zeroes in place of NA values in Z, making first sure that the above condition is met.