get_unconstrained_struct_pars return structural parameters that indicate there are no constraints
(except possibly sign constraints).
get_unconstrained_structural_pars(structural_pars = NULL)If NULL a reduced form model is considered. For structural model, should be a list containing
the following elements:
W - a \((dxd)\) matrix with its entries imposing constraints on \(W\): NA indicating that the element is
unconstrained, a positive value indicating strict positive sign constraint, a negative value indicating strict
negative sign constraint, and zero indicating that the element is constrained to zero.
C_lambda - a \((d(M-1) x r)\) constraint matrix that satisfies (\(\lambda\)\(_{2}\)\(,...,\)
\(\lambda\)\(_{M}) =\) \(C_{\lambda} \gamma\) where \(\gamma\) is the new \((r x 1)\)
parameter subject to which the model is estimated (similarly to AR parameter constraints). The entries of C_lambda
must be either positive or zero. Ignore (or set to NULL) if the eigenvalues \(\lambda_{mi}\)
should not be constrained.
See Virolainen (2020) for the conditions required to identify the shocks and for the B-matrix as well (it is \(W\) times a time-varying diagonal matrix with positive diagonal entries).
Returns a list with $W being \((d x d)\) matrix of ones and $C_lambda being NULL. If the
supplied argument is NULL, returns NULL.
No argument checks!
Intended to be called after calling the function reform_constrained_pars to avoid remove the constraints
again in any further function calls as this will create bugs. Sign constraints are irrelevant in this context.