NAWRUmodel
or TFPmodel
during optimization or during a Bayesian Gibbs procedure.Updates the system matrices of an object of class NAWRUmodel
or TFPmodel
during optimization or during a Bayesian Gibbs procedure.
.updateSSSystem(
pars,
SSModel,
loc,
cycle,
trend,
errorARMA,
signalToNoise = NULL,
type = NULL,
bayes = FALSE
)
A vector of parameters.
An object of class SSModel
specifying the state-space model.
A data frame containing information on each involved parameter, for instance its corresponding system matrix, variable names, and parameter restrictions.
A character string specifying the cycle model. cycle = "AR1"
denotes
an AR(1) process, cycle = "AR2"
an AR(2)
process. The default is
cycle = "AR2"
.
A character string specifying the trend model. trend = "RW1"
denotes
a first order random walk, trend = "RW2"
a second order random walk (local linear
trend) and trend = "DT"
a damped trend model. The default is trend = "RW2"
.
A vector with non-negative integers specifying the AR and MA degree of the error term in the second observation equation.
(Optional) signal to noise ratio. Only used if method = "MLE"
.
A character string specifying the type of the Phillip's curve.
type = "TKP"
denotes the traditional Keynesian Phillip's curve and
type = "NKP"
the New Keynesian Phillip's curve, see details. The default is
type = "TKP"
.
A logical indicating whether the update is part of a Bayesian procedure, i.e., the parameter constraints do not need to be enforced.