[Gretl-users] Re: State space with three time-variant coefficients
On Sun, 10 Oct 2021, Sven Schreiber wrote:
Are there other possible reserved Kalman keys which do not show up
in
this particular example, or is this it?
From lib/src/kalman.c:
<C>
struct K_input_mat K_input_mats[] = {
{ K_y, "obsy" },
{ K_H, "obsymat" },
{ K_x, "obsx" },
{ K_A, "obsxmat" },
{ K_R, "obsvar" },
{ K_F, "statemat" },
{ K_Q, "statevar" },
{ K_m, "stconst" },
{ K_S, "inistate" },
{ K_P, "inivar" }
};
</C>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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