Estimate a SSF Model

Estimate a SSF Model

Usage

estimate(
  model,
  data,
  marginal = FALSE,
  concentrated = TRUE,
  initialization = c("Augmented_Robust", "Diffuse", "SqrtDiffuse", "Augmented",
    "Augmented_NoCollapsing"),
  optimizer = c("LevenbergMarquardt", "MinPack", "BFGS", "LBFGS"),
  precision = 1e-15,
  initialParameters = NULL
)

Arguments

model

the model

data

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

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

initialization

initialization method.

precision

indicating the largest likelihood deviations that make the algorithm stop.

initialParameters