Skip to contents

Computes a model, for given parameters

Usage

compute(model, data, parameters, marginal = FALSE, concentrated = TRUE)

Arguments

model

the model

data

a matrix containing the data (one time series per column, time series dimension on the rows)

parameters

Parameters of the model

marginal

logical value used to specify whether the marginal likelihood definition is used (TRUE) or not (FALSE) during the optimization. The marginal likelihood is recommended when there is at least one variable that loads on a non-stationary latent variable and the loading coefficient needs to be estimated.

concentrated

logical value used to specify whether the likelihood is concentrated (TRUE) or not (FALSE) during the optimization

Value

An object of the class "JD3_SsfModelEstimation"