Insert Log Linear Model of Time Variation (Experimental)
Source:R/tmb_model_editors.R
mp_tmb_insert_log_linear.Rd
Insert Log Linear Model of Time Variation (Experimental)
Usage
mp_tmb_insert_log_linear(
model,
parameter_name,
design_matrices,
time_var_parameters,
window_names = names(time_var_parameters),
baseline_functions = c(list(macpan2:::TimeVarBaselineParameter()),
rep(list(macpan2:::TimeVarBaselineNumeric(0)), length(design_matrices) - 1)),
link_functions = rep(list(mp_identity), length(design_matrices)),
full_series_name = sprintf("time_var_output_%s", parameter_name),
baseline_names = sprintf("baseline_%s", window_names),
matrix_coef_names = sprintf("matrix_coef_%s", window_names),
matrix_row_names = sprintf("matrix_row_%s", window_names),
matrix_col_names = sprintf("matrix_col_%s", window_names),
linear_pred_names = sprintf("linear_pred_%s", window_names),
time_var_names = sprintf("time_var_%s", window_names),
time_index_name = sprintf("time_index_%s", parameter_name),
sparsity_tolerance = 0
)
Arguments
- model
A model specification (see
mp_tmb_model_spec
).- parameter_name
Character string giving the name of the parameter to make time-varying.
- design_matrices
List of matrices, one for each time window, describing the model of time variation.
- time_var_parameters
Named list of parameter vectors for each window, with names giving the window names.
- window_names
Names for each window.
- baseline_functions
It is complicated – this is a joke – I'm tired.
- link_functions
List of objects representing link functions.
- full_series_name
Name of variable storing the full time series.
- baseline_names
Names of variables containing the baseline in each window.
- matrix_coef_names
Names of vectors containing values of the non-zero elements of the design matrices.
- matrix_row_names
Names of the vectors containing row indices of the non-zero elements of the design matrices.
- matrix_col_names
Names of the vectors containing column indices of the non-zero elements of the design matrices.
- linear_pred_names
Names of the vectors containing the linear predictors in each window.
- time_var_names
Names of the time-varying parameter in each window.
- time_index_name
Name of the index at which the time varying parameter changes.
- sparsity_tolerance
Make design matrix coefficients exactly zero when they are below this tolerance.