Initializes settings with a basic example.
initialize_settings(
FUN_transform = function(x) 100 * log(x),
FUN_transform_inv = function(x) exp(x/100),
DFUN_transform_inv = function(x) 1/100 * exp(x/100)
)A nested list with settings for the following groups:
settings for the aggregate variable
settings for group1, all variables in this group load
on the aggregate variable, unless otherwise specified
settings for group2, all variables in this group load
on the aggregate variable, unless otherwise specified
settings for subgroup1, each variable in this group
loads on the respective variable in group1
settings for a group of variables that all load on the same variable
settings for variables that require individual settings
Each group contains at least the following list items:
4 is a local linear trend, 3 a local linear
trend with AR(1) drift, 2 a local linear drift without shocks to
trend growth, 0 implies no trend (e.g. if a variable shares a trend
with another one)
2 is an AR(2) cycle, 1 an AR(1) cycle, and
0 a white noise cycle, each with normal innovations
logical indicating if the transformation function should be applied to the variable or group of variables
variable name(s)
variable label(s)
label of group
The blocks group1, group2, subgroup1 additionally contain the
following list items:
4 implies that trends and drifts are correlated,
2 that only dirfts are correlated, 1 that only trends are
correlated, and 0 or NA implies no correlation. Only
applicable for group1, group2, subgroup1
name of the variable that all variables in the group load
(for group1, group2) and which is used for the aggregation
lags of the of the variable that all variables in the group
load (for group1, group2)
logical indicating if constraints for the drifts should be enforced
logical indicating if constraints for the trends should be enforced
logical indicating if constraints for the
trends are linear or nonlinear, the default is FALSE in which case
the constraint is enforced on the level series, else, it is enforced on the
growth rates.
variable names that are negative and thus need to be subtracted when constructing weights
The block subgroup1 additionally contain the
following list item:
a character vector of the same length as
variable indicating the matching variables in group1, in the
same order as variable, NA indicates no match
transformation function, the default is
function(x) 100 * log(x)
inverse transformation function, the default is
function(x) exp(x / 100)
derivative of inverse transformation function, the
default is function(x) 1 exp(x / 100), only used if non-linear
constraints are present