data(sim1)
sim1_mcgf <- mcgf(sim1$data, dists = sim1$dists)
sim1_mcgf <- add_acfs(sim1_mcgf, lag_max = 5)
sim1_mcgf <- add_ccfs(sim1_mcgf, lag_max = 5)
# Fit a separable model and store it to 'sim1_mcgf'
fit_sep <- fit_base(
sim1_mcgf,
model = "sep",
lag = 5,
par_init = c(
c = 0.001,
gamma = 0.5,
a = 0.3,
alpha = 0.5
),
par_fixed = c(nugget = 0)
)
sim1_mcgf <- add_base(sim1_mcgf, fit_base = fit_sep)
# Fit a Lagrangian model
fit_lagr <- fit_lagr(
sim1_mcgf,
model = "lagr_tri",
par_init = c(v1 = 300, v2 = 300, lambda = 0.15),
par_fixed = c(k = 2)
)
# Store the fitted Lagrangian model to 'sim1_mcgf'
sim1_mcgf <- add_lagr(sim1_mcgf, fit_lagr = fit_lagr)
model(sim1_mcgf, old = TRUE)
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