Identify Model Parameters from Character Matrices
model_identification.Rd
This function calculates the gamma and beta matrices based on the given character gamma and beta matrices, along with identity weights. It checks the identification of all stochastic equations and verifies the order and rank conditions for model identification.
Usage
model_identification(
character_gamma_matrix,
character_beta_matrix,
identity_weights,
call = rlang::caller_env()
)
Arguments
- character_gamma_matrix
A character matrix representing the gamma structure of the model.
- character_beta_matrix
A character matrix representing the beta structure of the model.
- identity_weights
A list of identity weights to help construct constant vectors.
- call
The environment from which the error is called. Defaults to
rlang::caller_env()
, and is used to provide context in case of an error.