sectorgap (version 0.1.0)

update_nonlinear_constraints: Non linear constraints update

Description

Updates the system matrices of a state space model to include non linear constraints.

Usage

update_nonlinear_constraints(state, model, settings, df_constr, data)

Value

The state space model object model with updates matrices.

Arguments

state

multiple time series object with states

model

state space model object (with assigned parameters)

settings

list with model setting, in the format returned by the function initialize_settings

df_constr

data frame with constraint settings

data

list with at least two named components: tsm is a multiple time series object that contains all observation series, weights is a named list of time series with (nominal) weights, the list names correspond to the different groups, i.e., group1, group2, subgroup1, if present in the model

Details

data is preferably the output of funtion prepare_data.

Examples

data("data_ch")
settings <- initialize_settings()
data <- prepate_data(
  settings = settings,
  tsl = data_ch$tsl,
  tsl_n = data_ch$tsl_n
)
model <- define_ssmodel(
  settings = settings, 
  data = data
)