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Inherit parameter estimates

Source: R/inherit-param-estimates.R
inherit_param_estimates.Rd

Set the initial parameter estimates of a model using the estimates of a previously executed model. Often this is used to carry forward the final estimates of a "parent" model to be used as the initial estimates of the "child" model, for example a model created with copy_model_from().

Usage

inherit_param_estimates(
  .mod,
  .parent_mod = get_based_on(.mod)[1],
  inherit = c("theta", "sigma", "omega"),
  bounds = c("keep", "discard"),
  digits = 3,
  .bbi_args = list(no_grd_file = TRUE, no_shk_file = TRUE)
)

Arguments

.mod

model object to update.

.parent_mod

Either a model object, or path to a model to inherit properties from. Defaults to the "parent" model of .mod (i.e. the first entry in get_based_on(.mod))

inherit

type of estimates to inherit from parent model. Defaults to replacing all of THETA, SIGMA, and OMEGA

bounds

Whether to keep or discard the existing bounds when setting the initial estimates in THETA records.

digits

Number of significant digits to round estimates to.

.bbi_args

Named list passed to model_summary(.bbi_args). See print_bbi_args() for valid options. Defaults to list(no_grd_file = TRUE, no_shk_file = TRUE) because model_summary() is only called internally to extract the parameter estimates, so those files are irrelevant.

Details

Constraints and limitations

  • These functions update initial estimates only if they are explicitly defined in the control stream.

    For example, consider the update of $THETA (1)x4. That defines four initial estimates, but only the first explicitly appears. Calling inherit_param_estimates() with theta estimates c(5, 6, 7, 8) would return a result of (5)x4.

  • Using additional parameter records for priors is not supported and will lead to a size mismatch between the parameter and its records. Instead use informative prior record names (such as THETAP and THETAPV).

See also

tweak_initial_estimates()

Examples


if (FALSE) { # \dontrun{
base_mod <- read_model(file.path(MODEL_DIR, "1"))

mod2 <- copy_model_from(base_mod, "mod2") %>%
  inherit_param_estimates()

} # }