Insert Log Linear Model of Time Variation (Experimental)

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(TimeVarBaselineParameter()),
    rep(list(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.